+147.8%
ONTO vs COMP
-52.0%
+199.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +10.7% | +0.3% | +8.9% |
| 7D | -14.0% | +13.4% | -27.5% | -16.2% |
| 30D | -43.1% | +11.1% | -54.2% | -44.5% |
| 3M | -35.5% | -18.8% | -16.7% | -33.2% |
| 6M | -41.1% | +10.5% | -51.6% | -43.1% |
| YTD | +9.8% | -3.4% | +13.2% | +7.1% |
| 1Y | +31.5% | +19.7% | +11.8% | +22.5% |
| 3Y | +45.2% | +381.6% | -336.4% | -2.0% |
| 5Y | +86.7% | -17.6% | +104.3% | +65.4% |
| All | +147.8% | -52.0% | +199.8% | +134.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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