+476.3%
ONTO vs FLR
+148.3%
+328.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.5% |
| 7D | +17.5% | +5.4% | +12.1% | +15.7% |
| 30D | -15.7% | +2.8% | -18.5% | -15.7% |
| 3M | -39.7% | -6.4% | -33.3% | -38.0% |
| 6M | -26.5% | +8.8% | -35.3% | -26.7% |
| YTD | +29.0% | +23.6% | +5.4% | +23.8% |
| 1Y | +57.0% | +13.8% | +43.2% | +54.1% |
| 3Y | +50.0% | +36.5% | +13.5% | +37.5% |
| 5Y | +127.3% | +119.3% | +7.9% | +83.4% |
| All | +476.3% | +148.3% | +328.0% | +356.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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