+65.3%
RIG vs ONTO
+246.7%
-181.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.4% | +4.5% | +1.8% |
| 7D | -4.2% | +6.5% | -10.7% | -5.6% |
| 30D | -0.7% | -15.9% | +15.2% | +2.6% |
| 3M | -4.0% | -0.2% | -3.8% | -7.4% |
| 6M | -6.3% | +38.7% | -45.1% | -19.0% |
| YTD | +39.7% | +70.4% | -30.6% | +13.4% |
| 1Y | +78.1% | +153.6% | -75.5% | +28.9% |
| 3Y | -29.5% | +109.2% | -138.6% | -51.7% |
| 5Y | +65.3% | +249.7% | -184.4% | -15.5% |
| All | +65.3% | +246.7% | -181.4% | -15.5% |
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