+5.7%
LQD vs ONTO
+696.1%
-690.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.6% | -4.6% | -0.2% |
| 7D | -1.1% | +4.9% | -6.0% | -1.3% |
| 30D | -1.3% | -16.6% | +15.3% | -0.6% |
| 3M | -3.2% | -7.3% | +4.1% | -3.4% |
| 6M | -2.1% | +45.9% | -48.1% | -4.6% |
| YTD | -2.4% | +78.2% | -80.5% | -5.9% |
| 1Y | -2.7% | +159.8% | -162.5% | -8.1% |
| 3Y | +14.2% | +123.4% | -109.2% | +5.5% |
| 5Y | -5.8% | +265.8% | -271.6% | -17.7% |
| All | +5.7% | +696.1% | -690.4% | -20.4% |
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