+449.2%
ONTO vs RL
+358.4%
+90.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +5.8% | +6.1% | +8.7% |
| 7D | +1.4% | +0.2% | +1.1% | +1.5% |
| 30D | -34.1% | +7.3% | -41.5% | -36.6% |
| 3M | -37.1% | +1.0% | -38.1% | -37.8% |
| 6M | -31.8% | +11.8% | -43.6% | -37.0% |
| YTD | +22.9% | +13.6% | +9.3% | +12.7% |
| 1Y | +39.5% | +24.0% | +15.5% | +21.3% |
| 3Y | +57.7% | +256.6% | -198.9% | -21.7% |
| 5Y | +115.8% | +240.2% | -124.4% | +6.9% |
| All | +449.2% | +358.4% | +90.9% | +131.9% |
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