+54.8%
ONTO vs BURL
+95.5%
-40.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +7.7% | -16.4% | -12.0% |
| 7D | -17.4% | +10.4% | -27.8% | -21.3% |
| 30D | -43.2% | -4.9% | -38.3% | -42.2% |
| 3M | -35.7% | -29.8% | -6.0% | -25.6% |
| 6M | -38.3% | -16.5% | -21.8% | -35.1% |
| YTD | +17.1% | -10.5% | +27.6% | +19.5% |
| 1Y | +43.1% | -5.3% | +48.5% | +40.1% |
| All | +54.8% | +95.5% | -40.7% | +42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling