+18.0%
UPS vs ONTO
+658.6%
-640.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.2% | -7.3% | -2.1% |
| 7D | -2.9% | -1.0% | -1.9% | -2.8% |
| 30D | -3.5% | -2.9% | -0.6% | -3.6% |
| 3M | -5.7% | -2.5% | -3.3% | -7.3% |
| 6M | -4.4% | +28.2% | -32.6% | -10.8% |
| YTD | +8.0% | +69.8% | -61.8% | -4.2% |
| 1Y | +29.0% | +162.9% | -133.8% | +5.5% |
| 3Y | -27.7% | +95.9% | -123.7% | -43.2% |
| 5Y | -34.3% | +244.5% | -278.8% | -56.4% |
| All | +18.0% | +658.6% | -640.6% | -38.7% |
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