+6.0%
SO vs ONTO
+52.3%
-46.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.9% | +4.1% | +1.1% |
| 7D | +1.4% | +17.5% | -16.2% | +2.1% |
| 30D | +4.7% | -15.7% | +20.4% | +4.2% |
| 3M | +1.7% | -39.7% | +41.4% | 0.0% |
| 6M | +2.2% | -26.5% | +28.6% | +1.4% |
| YTD | +10.0% | +29.0% | -19.0% | +13.9% |
| 1Y | +6.0% | +57.0% | -50.9% | +12.0% |
| All | +6.0% | +52.3% | -46.2% | +12.0% |
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