+233.2%
COST vs ONTO
+696.1%
-462.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.6% | -4.3% | -0.2% |
| 7D | -1.2% | +4.9% | -6.1% | -1.7% |
| 30D | -4.7% | -16.6% | +11.9% | -3.2% |
| 3M | -7.1% | -7.3% | +0.2% | -7.9% |
| 6M | -8.5% | +45.9% | -54.5% | -15.3% |
| YTD | +5.4% | +78.2% | -72.8% | -5.5% |
| 1Y | -5.6% | +159.8% | -165.5% | -20.6% |
| 3Y | +68.5% | +123.4% | -54.9% | +35.1% |
| 5Y | +105.2% | +265.8% | -160.5% | +44.5% |
| All | +233.2% | +696.1% | -462.9% | +87.8% |
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