+134.0%
ONTO vs RJF
+79.5%
+54.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.6% |
| 7D | +34.4% | +1.5% | +32.9% | +33.1% |
| 30D | -20.4% | +6.7% | -27.2% | -24.4% |
| 3M | -37.8% | -7.3% | -30.5% | -34.9% |
| 6M | -24.6% | +9.8% | -34.3% | -31.7% |
| YTD | +32.8% | +5.6% | +27.2% | +22.6% |
| 1Y | +54.7% | +2.3% | +52.5% | +46.9% |
| 3Y | +54.7% | +73.6% | -18.9% | -2.5% |
| 5Y | +134.0% | +79.9% | +54.1% | +40.9% |
| All | +134.0% | +79.5% | +54.5% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 5y: compounded portfolio wealth divided by compounded RJF 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…
5y analysis · Full analysis span regression · 6 months rolling