+696.1%
ONTO vs IDXX
+88.4%
+607.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.0% | +4.8% |
| 7D | +4.9% | -5.7% | +10.7% | +8.2% |
| 30D | -16.6% | -11.5% | -5.1% | -11.3% |
| 3M | -7.3% | -9.5% | +2.2% | -4.7% |
| 6M | +45.9% | -16.0% | +61.9% | +55.6% |
| YTD | +78.2% | -25.4% | +103.6% | +103.5% |
| 1Y | +159.8% | -21.8% | +181.6% | +184.4% |
| 3Y | +123.4% | +7.0% | +116.4% | +88.9% |
| 5Y | +265.8% | -26.0% | +291.8% | +278.9% |
| All | +696.1% | +88.4% | +607.7% | +284.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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