+118.7%
ONTO vs NYT
+57.5%
+61.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.0% | +3.9% | +4.9% |
| 7D | +9.7% | +0.3% | +9.3% | +9.6% |
| 30D | -8.8% | +7.0% | -15.8% | -8.9% |
| 3M | +4.5% | -7.9% | +12.4% | +4.9% |
| 6M | +56.4% | -15.0% | +71.4% | +59.0% |
| YTD | +78.1% | -1.3% | +79.3% | +75.3% |
| 1Y | +171.3% | +16.9% | +154.4% | +156.7% |
| 3Y | +118.7% | +58.9% | +59.8% | +79.0% |
| All | +118.7% | +57.5% | +61.1% | +79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 3y: compounded portfolio wealth divided by compounded NYT 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…
3y analysis · Full analysis span regression · 6 months rolling