+46.4%
RF vs ONTO
+124.4%
-77.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.9% | +4.1% | +1.7% |
| 7D | +1.9% | +17.5% | -15.6% | -0.8% |
| 30D | +7.3% | -15.7% | +23.0% | +9.3% |
| 3M | -7.9% | -39.7% | +31.8% | -1.5% |
| 6M | +10.5% | -26.5% | +37.0% | +11.2% |
| YTD | +9.6% | +29.0% | -19.3% | -3.3% |
| 1Y | +20.3% | +57.0% | -36.7% | +1.5% |
| 3Y | +119.5% | +50.0% | +69.5% | +66.6% |
| All | +46.4% | +124.4% | -77.9% | -11.2% |
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