+449.2%
ONTO vs CAPR
+260.8%
+188.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +9.4% | +2.5% | +11.7% |
| 7D | +1.4% | +36.0% | -34.7% | +0.4% |
| 30D | -34.1% | +25.8% | -59.9% | -34.6% |
| 3M | -37.1% | +140.8% | -177.9% | -39.2% |
| 6M | -31.8% | -67.6% | +35.7% | -31.0% |
| YTD | +22.9% | -65.9% | +88.8% | +23.9% |
| 1Y | +39.5% | +66.1% | -26.6% | +24.0% |
| 3Y | +57.7% | +256.9% | -199.2% | +27.3% |
| 5Y | +115.8% | +172.1% | -56.3% | +71.1% |
| All | +449.2% | +260.8% | +188.4% | +238.0% |
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