+144.9%
RF vs ONTO
+658.6%
-513.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.2% | -6.2% | -1.7% |
| 7D | +1.3% | -1.0% | +2.3% | +1.5% |
| 30D | -3.6% | -2.9% | -0.7% | -3.9% |
| 3M | +8.1% | -2.5% | +10.5% | +4.0% |
| 6M | +11.5% | +28.2% | -16.7% | -3.0% |
| YTD | +15.6% | +69.8% | -54.2% | -8.7% |
| 1Y | +15.7% | +162.9% | -147.2% | -21.8% |
| 3Y | +86.9% | +95.9% | -9.1% | +18.0% |
| 5Y | +89.8% | +244.5% | -154.7% | -16.7% |
| All | +144.9% | +658.6% | -513.7% | -42.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling