+19.1%
T vs ONTO
+390.5%
-371.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +11.1% | -12.0% | -1.0% |
| 7D | +1.0% | -14.0% | +15.1% | +1.2% |
| 30D | -10.6% | -43.1% | +32.5% | -9.8% |
| 3M | -7.7% | -35.5% | +27.8% | -7.3% |
| 6M | -13.3% | -41.1% | +27.8% | -13.1% |
| YTD | -8.8% | +9.8% | -18.5% | -11.4% |
| 1Y | -8.4% | +31.5% | -39.9% | -11.9% |
| 3Y | +59.6% | +45.2% | +14.5% | +42.5% |
| 5Y | +52.1% | +86.7% | -34.6% | +25.3% |
| All | +19.1% | +390.5% | -371.3% | -30.3% |
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