+637.3%
ONTO vs QS
-44.4%
+681.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.6% | +5.6% | +6.1% |
| 7D | -1.0% | -2.3% | +1.3% | -0.7% |
| 30D | -2.9% | -0.7% | -2.2% | -2.6% |
| 3M | -2.5% | -39.6% | +37.2% | +4.8% |
| 6M | +28.2% | -21.7% | +49.9% | +32.8% |
| YTD | +69.8% | -47.4% | +117.2% | +84.5% |
| 1Y | +162.9% | -28.4% | +191.2% | +171.7% |
| 3Y | +95.9% | -22.6% | +118.5% | +86.6% |
| 5Y | +244.5% | -75.6% | +320.1% | +243.5% |
| All | +637.3% | -44.4% | +681.7% | +655.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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