+688.0%
ONTO vs NTR
+104.2%
+583.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +9.4% | +0.5% | +8.8% | +9.1% |
| 30D | -4.4% | +21.7% | -26.2% | -11.2% |
| 3M | +1.6% | +22.8% | -21.2% | -6.7% |
| 6M | +45.3% | +8.2% | +37.0% | +38.3% |
| YTD | +76.4% | +32.9% | +43.4% | +54.0% |
| 1Y | +167.2% | +45.3% | +121.8% | +122.8% |
| 3Y | +116.6% | +41.7% | +74.9% | +76.7% |
| 5Y | +263.7% | +49.8% | +213.9% | +151.2% |
| All | +688.0% | +104.2% | +583.8% | +319.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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