-54.2%
W vs ONTO
+84.2%
-138.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +11.1% | -12.5% | -7.0% |
| 7D | -3.6% | -14.0% | +10.4% | +2.2% |
| 30D | +7.0% | -43.1% | +50.0% | +38.2% |
| 3M | +7.4% | -35.5% | +42.9% | +25.1% |
| 6M | +69.3% | -41.1% | +110.4% | +94.7% |
| YTD | +11.3% | +9.8% | +1.5% | -14.8% |
| 1Y | +13.2% | +31.5% | -18.3% | -23.6% |
| 3Y | +142.0% | +45.2% | +96.9% | +13.7% |
| All | -54.2% | +84.2% | -138.5% | -84.8% |
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 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