+658.6%
ONTO vs NTRS
+124.2%
+534.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | 0.0% | +6.1% | +6.1% |
| 7D | -1.0% | +0.4% | -1.4% | -1.3% |
| 30D | -2.9% | +1.7% | -4.6% | -4.0% |
| 3M | -2.5% | +8.9% | -11.3% | -8.0% |
| 6M | +28.2% | +30.6% | -2.4% | +6.0% |
| YTD | +69.8% | +38.7% | +31.1% | +34.0% |
| 1Y | +162.9% | +48.1% | +114.8% | +97.9% |
| 3Y | +95.9% | +165.5% | -69.6% | -3.6% |
| 5Y | +244.5% | +85.6% | +158.9% | +113.5% |
| All | +658.6% | +124.2% | +534.4% | +282.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NTRS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling