+62.6%
QLD vs ONTO
+73.6%
-11.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -15.6% | +2.9% | -4.7% |
| 7D | -18.6% | -29.7% | +11.1% | -2.7% |
| 30D | -28.3% | -50.3% | +22.0% | +1.8% |
| 3M | -20.4% | -43.5% | +23.1% | +2.6% |
| 6M | -14.3% | -48.9% | +34.6% | +12.5% |
| YTD | +2.8% | -1.2% | +3.9% | -9.2% |
| 1Y | -1.2% | +14.9% | -16.1% | -20.3% |
| 3Y | +135.3% | +31.2% | +104.1% | +37.1% |
| 5Y | +62.6% | +68.1% | -5.5% | -30.4% |
| All | +62.6% | +73.6% | -11.0% | -30.4% |
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