+117.2%
ADP vs ONTO
+449.2%
-332.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +12.0% | -12.4% | -1.6% |
| 7D | +1.1% | +1.4% | -0.3% | +0.6% |
| 30D | +11.5% | -34.1% | +45.6% | +15.6% |
| 3M | +12.0% | -37.1% | +49.1% | +16.0% |
| 6M | +43.8% | -31.8% | +75.6% | +43.9% |
| YTD | +20.1% | +22.9% | -2.9% | +7.3% |
| 1Y | +22.3% | +39.5% | -17.2% | +6.5% |
| 3Y | +43.3% | +57.7% | -14.4% | +7.8% |
| 5Y | +47.3% | +115.8% | -68.5% | -4.9% |
| All | +117.2% | +449.2% | -332.1% | -15.4% |
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