+128.8%
RSP vs ONTO
+508.7%
-379.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.9% | -8.1% | -0.8% |
| 7D | -0.3% | +16.4% | -16.7% | -3.5% |
| 30D | +4.4% | -21.4% | +25.9% | +8.1% |
| 3M | +1.3% | -32.7% | +34.0% | +7.0% |
| 6M | +10.0% | -25.2% | +35.2% | +10.9% |
| YTD | +17.6% | +36.2% | -18.6% | +2.7% |
| 1Y | +19.2% | +61.2% | -41.9% | 0.0% |
| 3Y | +66.0% | +58.7% | +7.4% | +24.8% |
| 5Y | +50.4% | +143.6% | -93.2% | -7.3% |
| All | +128.8% | +508.7% | -379.9% | -12.3% |
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