+1,979.1%
FIX vs ONTO
+390.5%
+1,588.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +11.1% | -5.6% | +0.4% |
| 7D | -17.5% | -14.0% | -3.4% | -11.3% |
| 30D | -41.6% | -43.1% | +1.5% | -24.6% |
| 3M | -40.6% | -35.5% | -5.1% | -28.7% |
| 6M | -49.4% | -41.1% | -8.3% | -37.5% |
| YTD | +9.2% | +9.8% | -0.6% | +2.8% |
| 1Y | +6.5% | +31.5% | -25.1% | -7.1% |
| 3Y | +448.7% | +45.2% | +403.6% | +332.6% |
| 5Y | +948.7% | +86.7% | +862.0% | +587.7% |
| All | +1,979.1% | +390.5% | +1,588.6% | +617.8% |
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