+400.0%
P vs ONTO
+390.5%
+9.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +11.1% | -7.5% | -1.7% |
| 7D | -23.8% | -14.0% | -9.8% | -18.0% |
| 30D | -36.6% | -43.1% | +6.5% | -17.5% |
| 3M | +10.9% | -35.5% | +46.4% | +33.9% |
| 6M | +30.0% | -41.1% | +71.1% | +59.9% |
| YTD | +44.4% | +9.8% | +34.6% | +30.6% |
| 1Y | +3.9% | +31.5% | -27.6% | -14.2% |
| 3Y | +176.6% | +45.2% | +131.4% | +93.5% |
| 5Y | +249.3% | +86.7% | +162.6% | +96.4% |
| All | +400.0% | +390.5% | +9.5% | +43.6% |
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