-61.6%
XYZ vs ONTO
+112.9%
-174.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +12.0% | -8.4% | -0.6% |
| 7D | +14.9% | +1.4% | +13.5% | +12.7% |
| 30D | +14.7% | -34.1% | +48.8% | +30.1% |
| 3M | +12.1% | -37.1% | +49.2% | +26.8% |
| 6M | +18.3% | -31.8% | +50.2% | +21.7% |
| YTD | +36.1% | +22.9% | +13.1% | +3.7% |
| 1Y | +35.3% | +39.5% | -4.2% | -3.4% |
| 3Y | +73.5% | +57.7% | +15.8% | -15.7% |
| 5Y | -61.6% | +115.8% | -177.4% | -87.3% |
| All | -61.6% | +112.9% | -174.5% | -87.3% |
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