+174.7%
IR vs ONTO
+449.2%
-274.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +12.0% | -7.3% | +1.5% |
| 7D | +5.0% | +1.4% | +3.6% | +3.9% |
| 30D | +10.3% | -34.1% | +44.4% | +21.8% |
| 3M | -0.1% | -37.1% | +37.0% | +10.3% |
| 6M | +14.8% | -31.8% | +46.6% | +19.4% |
| YTD | +9.7% | +22.9% | -13.2% | -6.2% |
| 1Y | +12.2% | +39.5% | -27.3% | -8.1% |
| 3Y | +30.0% | +57.7% | -27.7% | -9.8% |
| 5Y | +46.8% | +115.8% | -69.0% | -15.7% |
| All | +174.7% | +449.2% | -274.5% | -9.9% |
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