+57.7%
ONTO vs Z
-19.5%
+77.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +3.8% | +8.2% | +11.4% |
| 7D | +1.4% | -5.2% | +6.5% | +2.3% |
| 30D | -34.1% | +5.7% | -39.8% | -35.1% |
| 3M | -37.1% | -8.7% | -28.3% | -36.8% |
| 6M | -31.8% | -26.0% | -5.9% | -28.0% |
| YTD | +22.9% | -55.0% | +78.0% | +47.4% |
| 1Y | +39.5% | -58.0% | +97.5% | +70.2% |
| 3Y | +57.7% | -15.2% | +72.8% | +66.3% |
| All | +57.7% | -19.5% | +77.2% | +66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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