+658.6%
ONTO vs RJF
+247.1%
+411.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.6% | +7.7% | +7.2% |
| 7D | -1.0% | -0.6% | -0.4% | -0.7% |
| 30D | -2.9% | -1.3% | -1.6% | -2.6% |
| 3M | -2.5% | +18.9% | -21.3% | -15.4% |
| 6M | +28.2% | +15.0% | +13.2% | +13.9% |
| YTD | +69.8% | +12.2% | +57.6% | +52.1% |
| 1Y | +162.9% | +5.6% | +157.3% | +146.0% |
| 3Y | +95.9% | +74.9% | +21.1% | +28.6% |
| 5Y | +244.5% | +106.6% | +137.8% | +98.6% |
| All | +658.6% | +247.1% | +411.5% | +192.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling