+390.5%
ONTO vs TECK
+293.3%
+97.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +0.9% | +10.2% | +10.7% |
| 7D | -14.0% | -0.2% | -13.8% | -13.9% |
| 30D | -43.1% | -7.5% | -35.5% | -40.7% |
| 3M | -35.5% | -8.4% | -27.1% | -32.6% |
| 6M | -41.1% | -2.2% | -38.8% | -39.8% |
| YTD | +9.8% | +26.8% | -17.0% | -0.1% |
| 1Y | +31.5% | +46.5% | -15.0% | +12.4% |
| 3Y | +45.2% | +69.0% | -23.9% | +14.9% |
| 5Y | +86.7% | +138.8% | -52.1% | +19.0% |
| All | +390.5% | +293.3% | +97.2% | +116.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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