+137.5%
IR vs ONTO
+695.7%
-558.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.9% | -6.5% | -3.0% |
| 7D | +0.6% | +9.7% | -9.0% | -2.0% |
| 30D | -13.6% | -8.8% | -4.8% | -12.1% |
| 3M | +3.7% | +4.5% | -0.8% | -1.8% |
| 6M | -13.1% | +56.4% | -69.5% | -28.1% |
| YTD | -5.1% | +78.1% | -83.2% | -25.2% |
| 1Y | -6.5% | +171.3% | -177.7% | -36.2% |
| 3Y | +8.5% | +118.7% | -110.2% | -29.8% |
| 5Y | +43.3% | +269.4% | -226.1% | -29.2% |
| All | +137.5% | +695.7% | -558.1% | -28.2% |
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