+59.8%
SO vs ONTO
+243.6%
-183.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.2% | -6.9% | -0.6% |
| 7D | -0.2% | -1.0% | +0.9% | -0.2% |
| 30D | -4.6% | -2.9% | -1.7% | -4.5% |
| 3M | -3.0% | -2.5% | -0.6% | -2.8% |
| 6M | -8.3% | +28.2% | -36.5% | -7.4% |
| YTD | +3.5% | +69.8% | -66.2% | +5.2% |
| 1Y | -0.9% | +162.9% | -163.8% | +1.7% |
| 3Y | +45.4% | +95.9% | -50.6% | +46.4% |
| All | +59.8% | +243.6% | -183.8% | +54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling