+238.0%
ONTO vs BURL
-11.0%
+249.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.6% | +3.5% | +5.1% |
| 7D | -1.0% | -2.8% | +1.8% | +0.1% |
| 30D | -2.9% | -28.2% | +25.3% | +10.2% |
| 3M | -2.5% | -17.6% | +15.1% | +4.1% |
| 6M | +28.2% | -11.8% | +40.0% | +32.9% |
| YTD | +69.8% | -8.1% | +77.9% | +73.2% |
| 1Y | +162.9% | -12.0% | +174.8% | +169.4% |
| 3Y | +95.9% | +63.3% | +32.6% | +60.9% |
| All | +238.0% | -11.0% | +249.0% | +232.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling