+72.5%
RMD vs ONTO
+449.2%
-376.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +12.0% | -11.8% | -1.6% |
| 7D | +1.2% | +1.4% | -0.2% | +0.4% |
| 30D | +2.5% | -34.1% | +36.6% | +8.3% |
| 3M | +11.5% | -37.1% | +48.6% | +17.7% |
| 6M | +14.7% | -31.8% | +46.5% | +15.7% |
| YTD | -1.3% | +22.9% | -24.2% | -13.3% |
| 1Y | -5.3% | +39.5% | -44.8% | -19.3% |
| 3Y | +68.8% | +57.7% | +11.1% | +24.5% |
| 5Y | -5.9% | +115.8% | -121.7% | -40.7% |
| All | +72.5% | +449.2% | -376.8% | -35.1% |
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 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