+82.1%
QLD vs ONTO
+124.4%
-42.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.9% | +0.4% | -1.0% |
| 7D | +7.0% | +17.5% | -10.5% | -1.8% |
| 30D | -14.3% | -15.7% | +1.3% | -7.6% |
| 3M | -16.0% | -39.7% | +23.7% | +5.7% |
| 6M | -14.2% | -26.5% | +12.2% | -7.2% |
| YTD | +12.8% | +29.0% | -16.2% | -13.7% |
| 1Y | +14.1% | +57.0% | -42.9% | -22.1% |
| 3Y | +146.0% | +50.0% | +96.0% | +37.5% |
| All | +82.1% | +124.4% | -42.3% | -35.3% |
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