+341.5%
ONTO vs BURL
+27.0%
+314.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.6% | -2.9% | -12.7% | -14.3% |
| 7D | -29.7% | +3.5% | -33.2% | -30.9% |
| 30D | -50.3% | -9.3% | -41.0% | -48.4% |
| 3M | -43.5% | -32.1% | -11.4% | -34.0% |
| 6M | -48.9% | -19.8% | -29.0% | -45.0% |
| YTD | -1.2% | -13.2% | +12.0% | +2.8% |
| 1Y | +14.9% | -7.8% | +22.7% | +15.0% |
| 3Y | +31.2% | +89.3% | -58.1% | -4.1% |
| 5Y | +68.1% | -15.8% | +83.9% | +65.9% |
| All | +341.5% | +27.0% | +314.6% | +212.6% |
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