+390.5%
ONTO vs FLR
+135.7%
+254.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +3.3% | +7.7% | +10.0% |
| 7D | -14.0% | -0.8% | -13.2% | -13.5% |
| 30D | -43.1% | -9.1% | -34.0% | -40.9% |
| 3M | -35.5% | -4.7% | -30.9% | -34.0% |
| 6M | -41.1% | -14.2% | -26.8% | -37.5% |
| YTD | +9.8% | +17.3% | -7.5% | +7.0% |
| 1Y | +31.5% | +4.3% | +27.3% | +32.4% |
| 3Y | +45.2% | +30.7% | +14.4% | +34.9% |
| 5Y | +86.7% | +101.3% | -14.6% | +54.1% |
| All | +390.5% | +135.7% | +254.8% | +294.7% |
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