+696.1%
ONTO vs NTRS
+127.3%
+568.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.1% | +3.5% | +3.8% |
| 7D | +4.9% | +1.4% | +3.6% | +3.9% |
| 30D | -16.6% | -0.7% | -16.0% | -16.3% |
| 3M | -7.3% | +11.3% | -18.7% | -14.1% |
| 6M | +45.9% | +35.5% | +10.4% | +17.3% |
| YTD | +78.2% | +40.6% | +37.6% | +39.2% |
| 1Y | +159.8% | +49.2% | +110.6% | +94.5% |
| 3Y | +123.4% | +167.2% | -43.8% | +9.4% |
| 5Y | +265.8% | +94.9% | +170.9% | +118.7% |
| All | +696.1% | +127.3% | +568.8% | +297.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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