+491.6%
ONTO vs QS
-57.3%
+548.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -5.4% | +14.3% | +9.7% |
| 7D | +16.4% | -5.0% | +21.3% | +17.4% |
| 30D | -21.4% | -1.4% | -20.0% | -21.3% |
| 3M | -32.7% | -33.6% | +0.8% | -28.6% |
| 6M | -25.2% | -47.6% | +22.4% | -18.0% |
| YTD | +36.2% | -59.6% | +95.8% | +53.7% |
| 1Y | +61.2% | -73.5% | +134.7% | +91.4% |
| 3Y | +58.7% | -23.0% | +81.7% | +52.9% |
| 5Y | +143.6% | -89.4% | +233.0% | +157.6% |
| All | +491.6% | -57.3% | +548.9% | +529.2% |
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