+112.6%
SPOT vs ONTO
+268.0%
-155.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.9% |
| 7D | -6.5% | +9.4% | -15.9% | -8.3% |
| 30D | +2.2% | -4.4% | +6.6% | +2.0% |
| 3M | +5.4% | +1.6% | +3.8% | 0.0% |
| 6M | -4.0% | +45.3% | -49.3% | -18.9% |
| YTD | -9.9% | +76.4% | -86.3% | -29.1% |
| 1Y | -27.3% | +167.2% | -194.4% | -50.6% |
| 3Y | +236.4% | +116.6% | +119.8% | +103.0% |
| 5Y | +112.6% | +263.7% | -151.1% | -9.0% |
| All | +112.6% | +268.0% | -155.4% | -9.0% |
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 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