+66.1%
T vs ONTO
+258.3%
-192.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.9% | -5.2% | -0.1% |
| 7D | -1.5% | +9.7% | -11.2% | -1.2% |
| 30D | +7.6% | -8.8% | +16.4% | +7.4% |
| 3M | +15.3% | +4.5% | +10.8% | +15.8% |
| 6M | -8.5% | +56.4% | -64.9% | -7.1% |
| YTD | +6.8% | +78.1% | -71.3% | +8.7% |
| 1Y | -7.2% | +171.3% | -178.5% | -4.8% |
| 3Y | +108.2% | +118.7% | -10.4% | +106.2% |
| 5Y | +66.1% | +269.4% | -203.3% | +49.1% |
| All | +66.1% | +258.3% | -192.2% | +49.1% |
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