+390.5%
ONTO vs EXR
+85.9%
+304.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -0.6% | +11.7% | +11.3% |
| 7D | -14.0% | +5.2% | -19.2% | -15.6% |
| 30D | -43.1% | +20.9% | -63.9% | -46.8% |
| 3M | -35.5% | +7.7% | -43.2% | -37.4% |
| 6M | -41.1% | +13.2% | -54.3% | -44.4% |
| YTD | +9.8% | +26.5% | -16.7% | -0.7% |
| 1Y | +31.5% | +27.2% | +4.3% | +18.5% |
| 3Y | +45.2% | +71.5% | -26.4% | +11.5% |
| 5Y | +86.7% | +0.4% | +86.3% | +75.2% |
| All | +390.5% | +85.9% | +304.6% | +272.1% |
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