-63.1%
W vs ONTO
+243.6%
-306.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.2% | -3.6% | -0.7% |
| 7D | -4.2% | -1.0% | -3.1% | -3.7% |
| 30D | -7.6% | -2.9% | -4.7% | -8.3% |
| 3M | +37.2% | -2.5% | +39.6% | +28.3% |
| 6M | +26.3% | +28.2% | -1.9% | -2.3% |
| YTD | -1.0% | +69.8% | -70.8% | -36.2% |
| 1Y | +20.1% | +162.9% | -142.8% | -43.8% |
| 3Y | +37.8% | +95.9% | -58.2% | -38.6% |
| All | -63.1% | +243.6% | -306.7% | -90.2% |
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