+131.9%
BAC vs ONTO
+695.7%
-563.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.9% | -5.4% | -1.5% |
| 7D | +1.2% | +9.7% | -8.5% | -0.9% |
| 30D | -0.7% | -8.8% | +8.1% | +0.6% |
| 3M | +16.9% | +4.5% | +12.4% | +11.7% |
| 6M | +29.6% | +56.4% | -26.8% | +10.4% |
| YTD | +15.3% | +78.1% | -62.8% | -5.9% |
| 1Y | +28.8% | +171.3% | -142.4% | -7.1% |
| 3Y | +136.4% | +118.7% | +17.7% | +57.5% |
| 5Y | +72.9% | +269.4% | -196.5% | -13.8% |
| All | +131.9% | +695.7% | -563.7% | -32.7% |
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