+661.2%
ONTO vs EQX
+97.0%
+564.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.1% | +1.7% | -2.4% |
| 7D | +6.5% | -7.0% | +13.5% | +7.9% |
| 30D | -15.9% | +4.8% | -20.7% | -16.9% |
| 3M | -0.2% | +25.6% | -25.8% | -4.7% |
| 6M | +38.7% | -25.8% | +64.6% | +44.4% |
| YTD | +70.4% | -12.7% | +83.1% | +71.4% |
| 1Y | +153.6% | +14.1% | +139.5% | +142.6% |
| 3Y | +109.2% | +165.7% | -56.6% | +65.4% |
| 5Y | +249.7% | +81.2% | +168.5% | +175.6% |
| All | +661.2% | +97.0% | +564.2% | +536.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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