+31.8%
XYZ vs ONTO
+658.6%
-626.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.2% | -6.9% | -3.4% |
| 7D | -1.0% | -1.0% | +0.1% | -0.6% |
| 30D | -1.7% | -2.9% | +1.2% | -2.5% |
| 3M | +16.7% | -2.5% | +19.2% | +8.9% |
| 6M | +26.9% | +28.2% | -1.4% | +0.9% |
| YTD | +27.1% | +69.8% | -42.6% | -13.2% |
| 1Y | +9.3% | +162.9% | -153.6% | -41.7% |
| 3Y | +42.3% | +95.9% | -53.7% | -30.6% |
| 5Y | -69.3% | +244.5% | -313.8% | -90.0% |
| All | +31.8% | +658.6% | -626.8% | -77.8% |
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 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