+661.2%
ONTO vs BRO
+93.5%
+567.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.3% |
| 7D | +6.5% | -8.6% | +15.1% | +10.0% |
| 30D | -15.9% | -6.9% | -9.0% | -14.1% |
| 3M | -0.2% | +10.5% | -10.6% | -8.4% |
| 6M | +38.7% | -2.8% | +41.5% | +34.3% |
| YTD | +70.4% | -16.1% | +86.5% | +77.4% |
| 1Y | +153.6% | -27.6% | +181.2% | +185.4% |
| 3Y | +109.2% | -7.3% | +116.5% | +86.3% |
| 5Y | +249.7% | +19.0% | +230.8% | +144.6% |
| All | +661.2% | +93.5% | +567.7% | +334.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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