+116.5%
ORLY vs ONTO
+246.7%
-130.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | -0.6% |
| 7D | -2.1% | +6.5% | -8.7% | -2.3% |
| 30D | -7.6% | -15.9% | +8.3% | -7.3% |
| 3M | -5.5% | -0.2% | -5.3% | -5.8% |
| 6M | -9.7% | +38.7% | -48.5% | -11.3% |
| YTD | -6.2% | +70.4% | -76.6% | -8.8% |
| 1Y | -18.6% | +153.6% | -172.2% | -22.5% |
| 3Y | +33.8% | +109.2% | -75.3% | +22.7% |
| 5Y | +116.5% | +249.7% | -133.2% | +87.5% |
| All | +116.5% | +246.7% | -130.2% | +87.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling