+1,617.9%
STRL vs ONTO
+449.2%
+1,168.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +12.0% | +3.0% | +9.0% |
| 7D | -13.3% | +1.4% | -14.7% | -12.9% |
| 30D | -43.3% | -34.1% | -9.2% | -30.0% |
| 3M | -46.9% | -37.1% | -9.8% | -33.4% |
| 6M | -65.6% | -31.8% | -33.8% | -58.8% |
| YTD | -5.1% | +22.9% | -28.0% | -12.0% |
| 1Y | -23.1% | +39.5% | -62.6% | -32.4% |
| 3Y | +346.8% | +57.7% | +289.2% | +249.5% |
| 5Y | +907.2% | +115.8% | +791.4% | +538.9% |
| All | +1,617.9% | +449.2% | +1,168.7% | +498.8% |
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 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