+240.5%
NRG vs ONTO
+696.1%
-455.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.6% | -3.0% | +0.3% |
| 7D | -4.7% | +4.9% | -9.6% | -6.0% |
| 30D | -6.0% | -16.6% | +10.7% | -1.4% |
| 3M | -8.0% | -7.3% | -0.6% | -8.9% |
| 6M | -23.2% | +45.9% | -69.1% | -34.0% |
| YTD | -28.1% | +78.2% | -106.2% | -41.9% |
| 1Y | -27.3% | +159.8% | -187.1% | -47.6% |
| 3Y | +208.7% | +123.4% | +85.2% | +119.3% |
| 5Y | +197.7% | +265.8% | -68.1% | +73.9% |
| All | +240.5% | +696.1% | -455.6% | +36.5% |
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