+341.5%
ONTO vs STZ
-15.6%
+357.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.6% | -0.6% | -15.0% | -15.4% |
| 7D | -29.7% | +11.8% | -41.5% | -32.8% |
| 30D | -50.3% | +26.0% | -76.2% | -55.1% |
| 3M | -43.5% | +11.5% | -55.0% | -46.8% |
| 6M | -48.9% | -2.0% | -46.9% | -49.5% |
| YTD | -1.2% | +7.9% | -9.0% | -8.4% |
| 1Y | +14.9% | +13.9% | +1.0% | +3.3% |
| 3Y | +31.2% | -35.8% | +67.0% | +51.7% |
| 5Y | +68.1% | -28.4% | +96.5% | +79.0% |
| All | +341.5% | -15.6% | +357.1% | +319.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling