+30.7%
ONTO vs REPL
+37.4%
-6.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.6% | -3.2% | -12.4% | -15.5% |
| 7D | -29.7% | +15.1% | -44.8% | -29.9% |
| 30D | -50.3% | +51.1% | -101.4% | -50.8% |
| 3M | -43.5% | +69.2% | -112.7% | -44.3% |
| 6M | -48.9% | +597.6% | -646.4% | -51.5% |
| YTD | -1.2% | +106.0% | -107.2% | -5.3% |
| 1Y | +14.9% | +133.3% | -118.4% | +9.7% |
| All | +30.7% | +37.4% | -6.7% | +19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling