+390.5%
ONTO vs RL
+333.1%
+57.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -1.4% | +12.5% | +11.8% |
| 7D | -14.0% | -4.2% | -9.9% | -12.0% |
| 30D | -43.1% | +4.3% | -47.3% | -44.5% |
| 3M | -35.5% | -4.6% | -30.9% | -34.3% |
| 6M | -41.1% | +1.7% | -42.8% | -42.7% |
| YTD | +9.8% | +7.3% | +2.4% | +3.6% |
| 1Y | +31.5% | +20.8% | +10.7% | +15.9% |
| 3Y | +45.2% | +247.0% | -201.8% | -26.8% |
| 5Y | +86.7% | +225.5% | -138.8% | -5.3% |
| All | +390.5% | +333.1% | +57.4% | +113.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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