+2.3%
RF vs ONTO
-39.7%
+42.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +11.1% | -11.4% | -0.4% |
| 7D | -0.9% | -14.0% | +13.1% | -0.9% |
| 30D | +6.0% | -43.1% | +49.1% | +6.5% |
| 3M | -8.9% | -35.5% | +26.6% | -8.6% |
| 6M | +2.3% | -41.1% | +43.4% | +1.7% |
| All | +2.3% | -39.7% | +42.1% | +1.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling