+4.4%
RDW vs ONTO
+390.3%
-385.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.4% | +5.0% | +3.2% |
| 7D | +4.8% | +6.5% | -1.7% | +1.7% |
| 30D | -19.5% | -15.9% | -3.6% | -13.4% |
| 3M | -26.9% | -0.2% | -26.7% | -28.3% |
| 6M | +17.8% | +38.7% | -21.0% | -1.5% |
| YTD | +43.0% | +70.4% | -27.3% | +10.8% |
| 1Y | +32.1% | +153.6% | -121.5% | -12.3% |
| 3Y | +250.6% | +109.2% | +141.5% | +123.9% |
| 5Y | -6.6% | +249.7% | -256.4% | -51.6% |
| All | +4.4% | +390.3% | -385.9% | -46.4% |
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 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