-39.0%
U vs ONTO
+802.4%
-841.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.2% | -7.2% | -3.7% |
| 7D | -3.8% | -1.0% | -2.8% | -3.5% |
| 30D | +17.5% | -2.9% | +20.3% | +16.4% |
| 3M | +38.7% | -2.5% | +41.2% | +29.8% |
| 6M | +104.4% | +28.2% | +76.2% | +61.7% |
| YTD | -5.7% | +69.8% | -75.5% | -35.7% |
| 1Y | +3.7% | +162.9% | -159.2% | -44.0% |
| 3Y | +12.3% | +95.9% | -83.6% | -45.9% |
| 5Y | -68.8% | +244.5% | -313.3% | -89.9% |
| All | -39.0% | +802.4% | -841.4% | -87.8% |
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