-16.0%
DOW vs ONTO
+688.0%
-704.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | -6.0% | +9.4% | -15.4% | -7.9% |
| 30D | -2.7% | -4.4% | +1.7% | -2.4% |
| 3M | -10.5% | +1.6% | -12.1% | -14.4% |
| 6M | -12.4% | +45.3% | -57.7% | -25.3% |
| YTD | +30.0% | +76.4% | -46.3% | +4.1% |
| 1Y | +27.8% | +167.2% | -139.4% | -9.7% |
| 3Y | -34.9% | +116.6% | -151.5% | -57.1% |
| 5Y | -35.9% | +263.7% | -299.6% | -68.0% |
| All | -16.0% | +688.0% | -704.0% | -74.4% |
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