+36.6%
ORLY vs ONTO
+115.7%
-79.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.6% | -4.2% | +0.4% |
| 7D | -2.4% | +4.9% | -7.3% | -2.3% |
| 30D | -6.8% | -16.6% | +9.9% | -7.0% |
| 3M | -4.8% | -7.3% | +2.6% | -4.6% |
| 6M | -9.1% | +45.9% | -55.0% | -8.5% |
| YTD | -5.9% | +78.2% | -84.1% | -5.2% |
| 1Y | -20.4% | +159.8% | -180.2% | -19.6% |
| 3Y | +36.6% | +123.4% | -86.8% | +27.5% |
| All | +36.6% | +115.7% | -79.1% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 ONTO 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