-68.4%
U vs ONTO
+84.2%
-152.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +11.1% | -5.6% | +1.0% |
| 7D | +36.6% | -14.0% | +50.6% | +42.4% |
| 30D | +13.3% | -43.1% | +56.4% | +40.2% |
| 3M | +26.2% | -35.5% | +61.7% | +43.8% |
| 6M | +88.7% | -41.1% | +129.8% | +109.5% |
| YTD | +16.6% | +9.8% | +6.8% | -8.9% |
| 1Y | +29.0% | +31.5% | -2.6% | -8.5% |
| 3Y | +99.5% | +45.2% | +54.3% | -7.1% |
| All | -68.4% | +84.2% | -152.7% | -89.3% |
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