+101.7%
F vs ONTO
+449.2%
-347.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +12.0% | -11.3% | -2.2% |
| 7D | -0.6% | +1.4% | -2.0% | -1.9% |
| 30D | +2.9% | -34.1% | +37.0% | +12.2% |
| 3M | -9.5% | -37.1% | +27.6% | -1.5% |
| 6M | +4.0% | -31.8% | +35.9% | +7.0% |
| YTD | -1.3% | +22.9% | -24.2% | -16.2% |
| 1Y | -1.9% | +39.5% | -41.4% | -20.2% |
| 3Y | +53.5% | +57.7% | -4.2% | +1.1% |
| 5Y | -15.1% | +115.8% | -131.0% | -54.6% |
| All | +101.7% | +449.2% | -347.6% | -38.8% |
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