+180.0%
SPY vs ONTO
+658.6%
-478.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.2% | -6.5% | -1.7% |
| 7D | +0.1% | -1.0% | +1.1% | +0.3% |
| 30D | +0.1% | -2.9% | +2.9% | -0.2% |
| 3M | +2.0% | -2.5% | +4.4% | -0.4% |
| 6M | +13.0% | +28.2% | -15.2% | +2.5% |
| YTD | +13.5% | +69.8% | -56.2% | -4.1% |
| 1Y | +20.0% | +162.9% | -142.9% | -9.6% |
| 3Y | +77.2% | +95.9% | -18.8% | +29.6% |
| 5Y | +81.9% | +244.5% | -162.6% | +6.1% |
| All | +180.0% | +658.6% | -478.6% | +11.7% |
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