+341.5%
ONTO vs CAPR
+215.0%
+126.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.6% | -3.6% | -12.0% | -15.5% |
| 7D | -29.7% | +29.7% | -59.4% | -30.3% |
| 30D | -50.3% | +11.0% | -61.2% | -50.5% |
| 3M | -43.5% | +118.8% | -162.3% | -45.3% |
| 6M | -48.9% | -73.9% | +25.1% | -47.9% |
| YTD | -1.2% | -70.2% | +69.0% | 0.0% |
| 1Y | +14.9% | +38.3% | -23.4% | +2.8% |
| 3Y | +31.2% | +199.7% | -168.5% | +6.5% |
| 5Y | +68.1% | +130.6% | -62.5% | +34.0% |
| All | +341.5% | +215.0% | +126.5% | +172.8% |
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