+43.1%
ONTO vs REPL
+125.1%
-82.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.2% | -8.9% | -8.7% |
| 7D | -17.4% | +28.8% | -46.2% | -17.8% |
| 30D | -43.2% | +57.3% | -100.5% | -43.7% |
| 3M | -35.7% | +73.6% | -109.3% | -36.5% |
| 6M | -38.3% | +582.8% | -621.1% | -38.6% |
| YTD | +17.1% | +112.9% | -95.8% | +7.9% |
| 1Y | +43.1% | +130.7% | -87.5% | +32.1% |
| All | +43.1% | +125.1% | -82.0% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 1y: compounded portfolio wealth divided by compounded REPL 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…
1y analysis · Full analysis span regression · 6 months rolling