+121.0%
QLD vs ONTO
+243.6%
-122.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.2% | -5.8% | -2.9% |
| 7D | +0.6% | -1.0% | +1.6% | +0.9% |
| 30D | -0.1% | -2.9% | +2.8% | -0.8% |
| 3M | -8.4% | -2.5% | -5.9% | -11.7% |
| 6M | +32.2% | +28.2% | +4.0% | +7.0% |
| YTD | +28.9% | +69.8% | -40.9% | -12.1% |
| 1Y | +43.8% | +162.9% | -119.1% | -25.4% |
| 3Y | +176.6% | +95.9% | +80.7% | +37.6% |
| All | +121.0% | +243.6% | -122.6% | -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 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