+133.4%
FICO vs ONTO
+390.5%
-257.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +11.1% | -11.5% | -2.5% |
| 7D | -0.9% | -14.0% | +13.1% | +1.3% |
| 30D | +3.3% | -43.1% | +46.4% | +13.5% |
| 3M | -31.7% | -35.5% | +3.8% | -28.4% |
| 6M | -34.0% | -41.1% | +7.1% | -32.6% |
| YTD | -58.3% | +9.8% | -68.1% | -65.6% |
| 1Y | -57.9% | +31.5% | -89.5% | -67.4% |
| 3Y | -24.1% | +45.2% | -69.2% | -51.8% |
| 5Y | +85.3% | +86.7% | -1.4% | -2.9% |
| All | +133.4% | +390.5% | -257.1% | -39.0% |
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