+42.1%
RF vs ONTO
+84.2%
-42.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +11.1% | -11.4% | -2.1% |
| 7D | -0.9% | -14.0% | +13.1% | +1.0% |
| 30D | +6.0% | -43.1% | +49.1% | +15.2% |
| 3M | -8.9% | -35.5% | +26.6% | -4.1% |
| 6M | +2.3% | -41.1% | +43.4% | +7.0% |
| YTD | +7.6% | +9.8% | -2.2% | -2.5% |
| 1Y | +21.2% | +31.5% | -10.4% | +5.4% |
| 3Y | +108.5% | +45.2% | +63.4% | +56.5% |
| All | +42.1% | +84.2% | -42.1% | -9.8% |
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