+183.6%
FDX vs ONTO
+449.2%
-265.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +12.0% | -8.5% | +1.2% |
| 7D | +0.2% | +1.4% | -1.2% | -0.7% |
| 30D | +9.3% | -34.1% | +43.4% | +17.0% |
| 3M | +0.5% | -37.1% | +37.5% | +7.4% |
| 6M | +5.3% | -31.8% | +37.2% | +8.2% |
| YTD | +38.6% | +22.9% | +15.7% | +23.4% |
| 1Y | +53.5% | +39.5% | +14.0% | +32.4% |
| 3Y | +74.2% | +57.7% | +16.6% | +29.7% |
| 5Y | +75.3% | +115.8% | -40.5% | +11.8% |
| All | +183.6% | +449.2% | -265.6% | +17.8% |
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