+390.5%
ONTO vs CAPR
+229.7%
+160.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +4.7% | +6.4% | +10.9% |
| 7D | -14.0% | +41.1% | -55.1% | -15.0% |
| 30D | -43.1% | +11.1% | -54.2% | -43.3% |
| 3M | -35.5% | +115.3% | -150.8% | -37.5% |
| 6M | -41.1% | -73.8% | +32.8% | -39.9% |
| YTD | +9.8% | -68.8% | +78.6% | +11.0% |
| 1Y | +31.5% | +43.3% | -11.8% | +17.6% |
| 3Y | +45.2% | +214.7% | -169.5% | +17.7% |
| 5Y | +86.7% | +141.3% | -54.6% | +48.7% |
| All | +390.5% | +229.7% | +160.8% | +202.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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