+209.9%
COP vs ONTO
+459.0%
-249.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.5% |
| 7D | -6.1% | -2.4% | -3.7% | -6.1% |
| 30D | +1.1% | -32.9% | +34.1% | +7.3% |
| 3M | +10.9% | -32.2% | +43.2% | +16.3% |
| 6M | +20.8% | -30.6% | +51.4% | +22.2% |
| YTD | +48.0% | +25.1% | +22.9% | +27.8% |
| 1Y | +58.5% | +40.0% | +18.5% | +32.6% |
| 3Y | +28.1% | +45.7% | -17.6% | -7.1% |
| 5Y | +120.5% | +128.8% | -8.3% | +22.0% |
| All | +209.9% | +459.0% | -249.1% | -11.7% |
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