+508.7%
ONTO vs BG
+122.4%
+386.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.9% | +8.0% | +8.5% |
| 7D | +16.4% | +3.4% | +13.0% | +14.6% |
| 30D | -21.4% | -3.8% | -17.7% | -20.4% |
| 3M | -32.7% | -9.6% | -23.2% | -30.6% |
| 6M | -25.2% | -19.5% | -5.7% | -19.2% |
| YTD | +36.2% | +14.6% | +21.6% | +22.7% |
| 1Y | +61.2% | +6.6% | +54.5% | +49.9% |
| 3Y | +58.7% | +4.7% | +54.0% | +42.1% |
| 5Y | +143.6% | +22.1% | +121.6% | +81.8% |
| All | +508.7% | +122.4% | +386.4% | +147.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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