+449.2%
ONTO vs EAT
+365.5%
+83.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -1.5% | +13.5% | +12.4% |
| 7D | +1.4% | -3.9% | +5.3% | +2.3% |
| 30D | -34.1% | +5.0% | -39.1% | -35.4% |
| 3M | -37.1% | -9.6% | -27.4% | -35.9% |
| 6M | -31.8% | +46.8% | -78.6% | -40.7% |
| YTD | +22.9% | +41.8% | -18.9% | +7.4% |
| 1Y | +39.5% | +98.3% | -58.8% | +9.4% |
| 3Y | +57.7% | +503.1% | -445.4% | -14.1% |
| 5Y | +115.8% | +356.7% | -240.8% | +21.2% |
| All | +449.2% | +365.5% | +83.7% | +186.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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