+6.6%
O vs ONTO
+476.3%
-469.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.1% | -0.5% |
| 7D | -0.4% | +17.5% | -17.9% | -2.0% |
| 30D | +7.1% | -15.7% | +22.8% | +8.3% |
| 3M | -5.2% | -39.7% | +34.5% | -1.2% |
| 6M | -1.8% | -26.5% | +24.7% | -1.6% |
| YTD | +9.1% | +29.0% | -19.9% | +0.4% |
| 1Y | +9.7% | +57.0% | -47.3% | -1.9% |
| 3Y | +39.1% | +50.0% | -10.9% | +12.5% |
| 5Y | +8.4% | +127.3% | -118.9% | -27.0% |
| All | +6.6% | +476.3% | -469.7% | -62.1% |
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