+234.9%
TPR vs ONTO
+124.4%
+110.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +0.5% |
| 7D | -0.3% | +17.5% | -17.8% | -4.0% |
| 30D | +15.1% | -15.7% | +30.8% | +17.9% |
| 3M | +3.5% | -39.7% | +43.2% | +13.6% |
| 6M | +0.4% | -26.5% | +26.9% | +0.2% |
| YTD | +4.6% | +29.0% | -24.4% | -12.7% |
| 1Y | +33.1% | +57.0% | -23.9% | +4.3% |
| 3Y | +396.0% | +50.0% | +346.0% | +240.3% |
| All | +234.9% | +124.4% | +110.5% | +70.3% |
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 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