+433.8%
ONTO vs QS
-53.6%
+487.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +6.8% | +5.2% | +11.0% |
| 7D | +1.4% | +13.7% | -12.3% | -0.4% |
| 30D | -34.1% | -0.2% | -33.9% | -34.1% |
| 3M | -37.1% | -24.8% | -12.2% | -34.4% |
| 6M | -31.8% | -39.4% | +7.6% | -26.8% |
| YTD | +22.9% | -56.1% | +79.1% | +37.2% |
| 1Y | +39.5% | -72.5% | +112.0% | +64.7% |
| 3Y | +57.7% | -16.3% | +74.0% | +50.2% |
| 5Y | +115.8% | -87.6% | +203.4% | +125.0% |
| All | +433.8% | -53.6% | +487.4% | +461.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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