+191.4%
ORLY vs ONTO
+695.7%
-504.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.9% | -7.2% | -2.7% |
| 7D | -2.3% | +9.7% | -12.0% | -3.1% |
| 30D | -8.2% | -8.8% | +0.7% | -7.7% |
| 3M | -3.5% | +4.5% | -8.0% | -5.2% |
| 6M | -9.2% | +56.4% | -65.6% | -15.1% |
| YTD | -5.8% | +78.1% | -83.9% | -13.5% |
| 1Y | -19.3% | +171.3% | -190.5% | -29.9% |
| 3Y | +34.4% | +118.7% | -84.2% | +10.3% |
| 5Y | +117.8% | +269.4% | -151.5% | +50.4% |
| All | +191.4% | +695.7% | -504.3% | +31.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling