+455.4%
QLD vs ONTO
+341.5%
+113.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -15.6% | +2.9% | -4.2% |
| 7D | -18.6% | -29.7% | +11.1% | -1.8% |
| 30D | -28.3% | -50.3% | +22.0% | +3.9% |
| 3M | -20.4% | -43.5% | +23.1% | +4.0% |
| 6M | -14.3% | -48.9% | +34.6% | +14.0% |
| YTD | +2.8% | -1.2% | +3.9% | -9.7% |
| 1Y | -1.2% | +14.9% | -16.1% | -21.1% |
| 3Y | +135.3% | +31.2% | +104.1% | +39.9% |
| 5Y | +62.6% | +68.1% | -5.5% | -23.0% |
| All | +455.4% | +341.5% | +113.9% | +16.9% |
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