-40.5%
SE vs ONTO
+167.3%
-207.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.9% | -3.8% | +0.6% |
| 7D | +0.6% | +9.7% | -9.0% | -0.4% |
| 30D | -0.1% | -8.8% | +8.7% | +0.6% |
| 3M | +34.1% | +4.5% | +29.6% | +30.2% |
| 6M | +23.2% | +56.4% | -33.2% | +8.1% |
| YTD | -11.2% | +78.1% | -89.2% | -24.6% |
| 1Y | -40.5% | +171.3% | -211.8% | -51.1% |
| All | -40.5% | +167.3% | -207.8% | -51.1% |
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 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