-48.8%
SE vs ONTO
+46.1%
-94.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -8.7% | +13.1% | +5.3% |
| 7D | +6.7% | -17.4% | +24.0% | +8.6% |
| 30D | -17.2% | -43.2% | +26.0% | -12.7% |
| 3M | -28.0% | -35.7% | +7.7% | -25.4% |
| 6M | -6.1% | -38.3% | +32.2% | -4.1% |
| YTD | -37.1% | +17.1% | -54.2% | -48.3% |
| 1Y | -48.8% | +43.1% | -91.9% | -62.3% |
| All | -48.8% | +46.1% | -94.9% | -62.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling