+493.5%
ONTO vs CAPR
+275.1%
+218.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -8.7% | +6.2% | -2.2% |
| 7D | +34.4% | +19.1% | +15.3% | +33.6% |
| 30D | -20.4% | +48.8% | -69.3% | -21.5% |
| 3M | -37.8% | +144.4% | -182.2% | -40.0% |
| 6M | -24.6% | -67.5% | +42.9% | -23.6% |
| YTD | +32.8% | -64.5% | +97.3% | +33.7% |
| 1Y | +54.7% | +74.4% | -19.7% | +37.4% |
| 3Y | +54.7% | +265.7% | -211.0% | +24.7% |
| 5Y | +134.0% | +196.0% | -61.9% | +84.8% |
| All | +493.5% | +275.1% | +218.4% | +264.5% |
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