-22.2%
RMD vs ONTO
+258.3%
-280.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.9% | -8.1% | -3.7% |
| 7D | -4.5% | +9.7% | -14.1% | -5.5% |
| 30D | +4.6% | -8.8% | +13.4% | +5.3% |
| 3M | +14.8% | +4.5% | +10.3% | +11.4% |
| 6M | -12.1% | +56.4% | -68.5% | -20.6% |
| YTD | -7.5% | +78.1% | -85.6% | -18.7% |
| 1Y | -20.1% | +171.3% | -191.3% | -35.1% |
| 3Y | +53.9% | +118.7% | -64.8% | +18.1% |
| 5Y | -22.2% | +269.4% | -291.6% | -49.5% |
| All | -22.2% | +258.3% | -280.5% | -49.5% |
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