+493.5%
ONTO vs EXEL
+302.1%
+191.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.2% |
| 7D | +34.4% | +1.6% | +32.8% | +34.0% |
| 30D | -20.4% | +17.4% | -37.8% | -23.4% |
| 3M | -37.8% | +38.6% | -76.5% | -42.8% |
| 6M | -24.6% | +41.2% | -65.8% | -31.2% |
| YTD | +32.8% | +59.3% | -26.5% | +16.9% |
| 1Y | +54.7% | +60.2% | -5.5% | +35.8% |
| 3Y | +54.7% | +232.6% | -177.9% | +5.9% |
| 5Y | +134.0% | +285.9% | -151.8% | +50.1% |
| All | +493.5% | +302.1% | +191.4% | +231.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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