+17.0%
UL vs ONTO
-24.2%
+41.2%
-10.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +8.9% | -9.9% | +0.2% |
| 7D | -1.7% | +16.4% | -18.1% | +0.8% |
| 30D | +4.5% | -21.4% | +25.9% | +2.3% |
| 3M | +5.5% | -32.7% | +38.2% | +1.8% |
| 6M | +17.0% | -25.2% | +42.2% | +15.1% |
| All | +17.0% | -24.2% | +41.2% | +15.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling