+39.9%
T vs ONTO
+658.6%
-618.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.2% | -8.1% | -2.1% |
| 7D | -1.3% | -1.0% | -0.2% | -1.3% |
| 30D | +11.4% | -2.9% | +14.3% | +11.3% |
| 3M | +14.3% | -2.5% | +16.7% | +13.6% |
| 6M | -9.3% | +28.2% | -37.5% | -11.0% |
| YTD | +7.1% | +69.8% | -62.7% | +3.4% |
| 1Y | -9.1% | +162.9% | -172.0% | -14.5% |
| 3Y | +105.3% | +95.9% | +9.4% | +85.2% |
| 5Y | +66.8% | +244.5% | -177.7% | +31.4% |
| All | +39.9% | +658.6% | -618.7% | -18.7% |
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