+212.1%
COP vs ONTO
+688.0%
-475.9%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.3% |
| 7D | -0.5% | +9.4% | -9.9% | -2.2% |
| 30D | +11.7% | -4.4% | +16.2% | +12.0% |
| 3M | +17.7% | +1.6% | +16.1% | +13.4% |
| 6M | +18.3% | +45.3% | -26.9% | +3.4% |
| YTD | +49.1% | +76.4% | -27.3% | +23.1% |
| 1Y | +53.3% | +167.2% | -113.8% | +12.9% |
| 3Y | +22.2% | +116.6% | -94.4% | -17.4% |
| 5Y | +193.3% | +263.7% | -70.4% | +45.6% |
| All | +212.1% | +688.0% | -475.9% | -15.0% |
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