+96.5%
EWJ vs ONTO
+696.1%
-599.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.6% | -2.4% | +1.4% |
| 7D | +0.3% | +4.9% | -4.7% | -0.6% |
| 30D | +0.8% | -16.6% | +17.4% | +3.8% |
| 3M | +7.5% | -7.3% | +14.8% | +7.0% |
| 6M | +15.6% | +45.9% | -30.3% | +5.2% |
| YTD | +22.7% | +78.2% | -55.4% | +7.4% |
| 1Y | +26.4% | +159.8% | -133.4% | +2.6% |
| 3Y | +72.5% | +123.4% | -50.9% | +34.3% |
| 5Y | +52.4% | +265.8% | -213.3% | +2.2% |
| All | +96.5% | +696.1% | -599.6% | +2.2% |
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