-15.3%
RIG vs ONTO
+51.5%
-66.8%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.9% | +7.0% | +4.6% |
| 7D | +5.7% | +17.5% | -11.8% | +2.5% |
| 30D | -0.7% | -15.7% | +14.9% | +1.5% |
| 3M | -3.1% | -39.7% | +36.6% | +4.2% |
| 6M | -16.3% | -26.5% | +10.2% | -15.9% |
| YTD | +34.1% | +29.0% | +5.2% | +14.7% |
| 1Y | +38.2% | +57.0% | -18.8% | +12.0% |
| 3Y | -15.3% | +50.0% | -65.3% | -39.1% |
| All | -15.3% | +51.5% | -66.8% | -39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling