+68.6%
PAYX vs ONTO
+688.0%
-619.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.8% |
| 7D | -7.5% | +9.4% | -16.8% | -8.4% |
| 30D | -5.3% | -4.4% | -0.9% | -5.2% |
| 3M | +15.6% | +1.6% | +14.0% | +12.5% |
| 6M | +19.5% | +45.3% | -25.8% | +8.6% |
| YTD | +5.8% | +76.4% | -70.6% | -7.7% |
| 1Y | -10.9% | +167.2% | -178.0% | -28.6% |
| 3Y | +5.4% | +116.6% | -111.1% | -21.6% |
| 5Y | +20.4% | +263.7% | -243.3% | -27.2% |
| All | +68.6% | +688.0% | -619.4% | -31.3% |
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