+658.6%
ONTO vs REPL
-4.7%
+663.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.6% | +7.8% | +6.3% |
| 7D | -1.0% | -3.0% | +1.9% | -0.9% |
| 30D | -2.9% | +27.1% | -30.0% | -4.6% |
| 3M | -2.5% | +52.4% | -54.8% | -7.6% |
| 6M | +28.2% | +107.4% | -79.2% | +11.7% |
| YTD | +69.8% | +54.7% | +15.0% | +50.9% |
| 1Y | +162.9% | +158.9% | +4.0% | +113.7% |
| 3Y | +95.9% | -23.7% | +119.7% | +52.3% |
| 5Y | +244.5% | -54.3% | +298.8% | +179.2% |
| All | +658.6% | -4.7% | +663.3% | +296.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling