+81.1%
QLD vs ONTO
+112.9%
-31.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +12.0% | -5.2% | +0.6% |
| 7D | -1.4% | +1.4% | -2.8% | -2.9% |
| 30D | -19.6% | -34.1% | +14.5% | -1.7% |
| 3M | -14.1% | -37.1% | +22.9% | +5.1% |
| 6M | -13.6% | -31.8% | +18.2% | -2.6% |
| YTD | +12.5% | +22.9% | -10.4% | -11.5% |
| 1Y | +13.1% | +39.5% | -26.4% | -17.6% |
| 3Y | +154.7% | +57.7% | +97.0% | +35.4% |
| 5Y | +81.1% | +115.8% | -34.7% | -33.1% |
| All | +81.1% | +112.9% | -31.8% | -33.1% |
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