+658.6%
ONTO vs BURL
+34.3%
+624.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.6% | +3.5% | +5.0% |
| 7D | -1.0% | -2.8% | +1.8% | +0.2% |
| 30D | -2.9% | -28.2% | +25.3% | +11.4% |
| 3M | -2.5% | -17.6% | +15.1% | +4.7% |
| 6M | +28.2% | -11.8% | +40.0% | +33.3% |
| YTD | +69.8% | -8.1% | +77.9% | +73.5% |
| 1Y | +162.9% | -12.0% | +174.8% | +169.8% |
| 3Y | +95.9% | +63.3% | +32.6% | +52.7% |
| 5Y | +244.5% | -10.8% | +255.3% | +232.8% |
| All | +658.6% | +34.3% | +624.3% | +427.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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