+99.7%
ONTO vs STZ
-47.3%
+147.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.7% | +6.9% | +6.2% |
| 7D | -1.0% | -1.9% | +0.9% | -0.8% |
| 30D | -2.9% | -1.9% | -1.0% | -2.9% |
| 3M | -2.5% | -6.2% | +3.8% | -2.0% |
| 6M | +28.2% | -14.0% | +42.2% | +30.5% |
| YTD | +69.8% | -5.1% | +74.9% | +68.2% |
| 1Y | +162.9% | -9.6% | +172.4% | +162.9% |
| All | +99.7% | -47.3% | +147.0% | +113.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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