-11.3%
VRSK vs ONTO
+245.2%
-256.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | -1.2% |
| 7D | -7.7% | +6.5% | -14.3% | -7.8% |
| 30D | -2.8% | -15.9% | +13.1% | -2.7% |
| 3M | -3.7% | -0.2% | -3.6% | -4.4% |
| 6M | -12.8% | +38.7% | -51.5% | -15.2% |
| YTD | -21.0% | +70.4% | -91.3% | -24.3% |
| 1Y | -32.5% | +153.6% | -186.1% | -37.5% |
| 3Y | -26.5% | +109.2% | -135.7% | -36.1% |
| All | -11.3% | +245.2% | -256.5% | -33.9% |
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