+91.4%
ADP vs ONTO
+695.7%
-604.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.9% | -8.4% | -4.0% |
| 7D | -5.5% | +9.7% | -15.1% | -6.5% |
| 30D | -1.2% | -8.8% | +7.6% | -0.6% |
| 3M | +17.9% | +4.5% | +13.4% | +14.1% |
| 6M | +20.3% | +56.4% | -36.1% | +7.7% |
| YTD | +5.8% | +78.1% | -72.2% | -8.1% |
| 1Y | -7.7% | +171.3% | -179.0% | -26.6% |
| 3Y | +14.7% | +118.7% | -103.9% | -15.2% |
| 5Y | +45.8% | +269.4% | -223.6% | -13.5% |
| All | +91.4% | +695.7% | -604.2% | -27.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling