-9.0%
W vs ONTO
+658.6%
-667.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.2% | -3.6% | -0.9% |
| 7D | -4.2% | -1.0% | -3.1% | -3.6% |
| 30D | -7.6% | -2.9% | -4.7% | -8.4% |
| 3M | +37.2% | -2.5% | +39.6% | +28.0% |
| 6M | +26.3% | +28.2% | -1.9% | -3.0% |
| YTD | -1.0% | +69.8% | -70.8% | -36.9% |
| 1Y | +20.1% | +162.9% | -142.8% | -44.5% |
| 3Y | +37.8% | +95.9% | -58.2% | -36.7% |
| 5Y | -63.7% | +244.5% | -308.1% | -89.1% |
| All | -9.0% | +658.6% | -667.6% | -89.5% |
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