+88.3%
RF vs ONTO
+97.2%
-8.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.2% | -6.2% | -0.8% |
| 7D | +1.3% | -1.0% | +2.3% | +1.4% |
| 30D | -3.6% | -2.9% | -0.7% | -3.7% |
| 3M | +8.1% | -2.5% | +10.5% | +6.1% |
| 6M | +11.5% | +28.2% | -16.7% | +3.9% |
| YTD | +15.6% | +69.8% | -54.2% | +2.5% |
| 1Y | +15.7% | +162.9% | -147.2% | -5.3% |
| All | +88.3% | +97.2% | -8.9% | +40.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling