+109.3%
RF vs ONTO
+30.9%
+78.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -15.6% | +13.5% | -0.4% |
| 7D | -1.6% | -29.7% | +28.1% | +1.9% |
| 30D | +5.0% | -50.3% | +55.3% | +12.9% |
| 3M | -10.0% | -43.5% | +33.5% | -5.3% |
| 6M | +3.3% | -48.9% | +52.2% | +8.4% |
| YTD | +7.9% | -1.2% | +9.1% | +1.1% |
| 1Y | +21.2% | +14.9% | +6.3% | +10.7% |
| All | +109.3% | +30.9% | +78.4% | +71.1% |
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 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