+139.8%
FICO vs ONTO
+449.2%
-309.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +12.0% | -9.3% | +0.5% |
| 7D | -0.1% | +1.4% | -1.4% | -0.9% |
| 30D | +8.4% | -34.1% | +42.5% | +15.8% |
| 3M | -30.5% | -37.1% | +6.6% | -26.4% |
| 6M | -35.7% | -31.8% | -3.9% | -36.2% |
| YTD | -57.2% | +22.9% | -80.1% | -65.4% |
| 1Y | -58.4% | +39.5% | -97.9% | -67.9% |
| 3Y | -24.8% | +57.7% | -82.5% | -52.7% |
| 5Y | +79.3% | +115.8% | -36.6% | -9.4% |
| All | +139.8% | +449.2% | -309.4% | -38.7% |
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