+46.0%
RF vs ONTO
+122.9%
-76.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -1.1% |
| 7D | +0.3% | -2.4% | +2.8% | +0.3% |
| 30D | +6.2% | -32.9% | +39.1% | +12.3% |
| 3M | -7.8% | -32.2% | +24.4% | -3.5% |
| 6M | +5.9% | -30.6% | +36.5% | +7.8% |
| YTD | +9.0% | +25.1% | -16.1% | -3.3% |
| 1Y | +19.3% | +40.0% | -20.8% | +3.0% |
| 3Y | +116.4% | +45.7% | +70.7% | +65.2% |
| 5Y | +46.0% | +128.8% | -82.7% | -11.6% |
| All | +46.0% | +122.9% | -76.8% | -11.6% |
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 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