+252.2%
ONTO vs NTR
+48.8%
+203.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.6% | +7.7% | +6.5% |
| 7D | -1.0% | +8.1% | -9.1% | -2.7% |
| 30D | -2.9% | +18.8% | -21.6% | -6.6% |
| 3M | -2.5% | +16.2% | -18.7% | -6.0% |
| 6M | +28.2% | +9.8% | +18.5% | +24.0% |
| YTD | +69.8% | +30.9% | +38.9% | +56.6% |
| 1Y | +162.9% | +41.8% | +121.1% | +135.9% |
| 3Y | +95.9% | +35.8% | +60.2% | +73.8% |
| All | +252.2% | +48.8% | +203.3% | +176.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling