-33.5%
UPS vs ONTO
+268.0%
-301.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.1% |
| 7D | -3.7% | +9.4% | -13.0% | -4.9% |
| 30D | -3.7% | -4.4% | +0.7% | -3.5% |
| 3M | -6.6% | +1.6% | -8.1% | -8.4% |
| 6M | +2.6% | +45.3% | -42.7% | -5.3% |
| YTD | +4.8% | +76.4% | -71.6% | -6.5% |
| 1Y | +25.3% | +167.2% | -141.9% | +4.3% |
| 3Y | -26.9% | +116.6% | -143.4% | -43.5% |
| 5Y | -33.5% | +263.7% | -297.2% | -56.9% |
| All | -33.5% | +268.0% | -301.5% | -56.9% |
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