+132.6%
LOW vs ONTO
+476.3%
-343.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +0.6% |
| 7D | +1.4% | +17.5% | -16.1% | -1.4% |
| 30D | +21.7% | -15.7% | +37.4% | +23.8% |
| 3M | +5.0% | -39.7% | +44.7% | +12.4% |
| 6M | +4.6% | -26.5% | +31.1% | +4.8% |
| YTD | -3.5% | +29.0% | -32.5% | -15.4% |
| 1Y | +0.5% | +57.0% | -56.4% | -15.8% |
| 3Y | +24.8% | +50.0% | -25.2% | -6.6% |
| 5Y | +6.5% | +127.3% | -120.8% | -34.7% |
| All | +132.6% | +476.3% | -343.7% | -17.6% |
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