+7.9%
O vs ONTO
+688.0%
-680.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.4% |
| 7D | -2.3% | +9.4% | -11.6% | -3.2% |
| 30D | -2.4% | -4.4% | +2.0% | -2.3% |
| 3M | -0.6% | +1.6% | -2.2% | -2.6% |
| 6M | -5.0% | +45.3% | -50.3% | -11.8% |
| YTD | +10.4% | +76.4% | -66.0% | -0.7% |
| 1Y | +6.6% | +167.2% | -160.6% | -10.3% |
| 3Y | +28.4% | +116.6% | -88.2% | -0.4% |
| 5Y | +15.3% | +263.7% | -248.5% | -28.8% |
| All | +7.9% | +688.0% | -680.1% | -62.5% |
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