+97.5%
SO vs ONTO
+390.5%
-293.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +11.1% | -12.2% | -1.4% |
| 7D | -1.5% | -14.0% | +12.6% | -1.1% |
| 30D | +8.1% | -43.1% | +51.2% | +10.0% |
| 3M | +0.2% | -35.5% | +35.7% | +1.3% |
| 6M | +0.4% | -41.1% | +41.5% | +1.3% |
| YTD | +8.5% | +9.8% | -1.3% | +5.8% |
| 1Y | +4.9% | +31.5% | -26.6% | +1.2% |
| 3Y | +47.9% | +45.2% | +2.7% | +33.0% |
| 5Y | +75.7% | +86.7% | -11.0% | +46.1% |
| All | +97.5% | +390.5% | -293.0% | +10.5% |
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