+449.2%
ONTO vs EXEL
+313.0%
+136.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +3.1% | +8.9% | +11.2% |
| 7D | +1.4% | +2.3% | -0.9% | +1.1% |
| 30D | -34.1% | +19.8% | -54.0% | -36.9% |
| 3M | -37.1% | +32.7% | -69.7% | -41.4% |
| 6M | -31.8% | +49.0% | -80.8% | -38.7% |
| YTD | +22.9% | +63.7% | -40.8% | +7.5% |
| 1Y | +39.5% | +75.8% | -36.3% | +19.5% |
| 3Y | +57.7% | +241.3% | -183.6% | +7.2% |
| 5Y | +115.8% | +289.0% | -173.2% | +38.1% |
| All | +449.2% | +313.0% | +136.2% | +204.8% |
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