+476.3%
ONTO vs EXR
+85.1%
+391.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -2.9% |
| 7D | +17.5% | -0.4% | +17.9% | +17.7% |
| 30D | -15.7% | +18.2% | -33.9% | -20.6% |
| 3M | -39.7% | +7.3% | -47.1% | -41.4% |
| 6M | -26.5% | +13.8% | -40.3% | -30.8% |
| YTD | +29.0% | +25.9% | +3.1% | +16.9% |
| 1Y | +57.0% | +25.8% | +31.2% | +42.1% |
| 3Y | +50.0% | +53.7% | -3.7% | +20.7% |
| 5Y | +127.3% | -1.8% | +129.0% | +114.8% |
| All | +476.3% | +85.1% | +391.2% | +338.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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