+45.7%
ONTO vs REPL
+100.5%
-54.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.6% | -2.8% | +1.7% |
| 7D | -2.4% | +12.7% | -15.1% | -2.7% |
| 30D | -32.9% | +73.5% | -106.4% | -33.9% |
| 3M | -32.2% | +70.3% | -102.5% | -33.2% |
| 6M | -30.6% | +472.0% | -502.6% | -34.1% |
| YTD | +25.1% | +139.5% | -114.4% | +19.3% |
| 1Y | +40.0% | +167.3% | -127.3% | +33.1% |
| 3Y | +45.7% | +109.5% | -63.8% | +31.6% |
| All | +45.7% | +100.5% | -54.8% | +31.6% |
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