+449.2%
ONTO vs USFR
+22.5%
+426.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | 0.0% | +12.0% | +12.0% |
| 7D | +1.4% | +0.1% | +1.3% | +1.5% |
| 30D | -34.1% | +0.4% | -34.5% | -33.7% |
| 3M | -37.1% | +1.1% | -38.1% | -35.7% |
| 6M | -31.8% | +2.0% | -33.8% | -29.4% |
| YTD | +22.9% | +3.4% | +19.5% | +28.6% |
| 1Y | +39.5% | +4.1% | +35.4% | +46.4% |
| 3Y | +57.7% | +14.3% | +43.3% | +48.9% |
| 5Y | +115.8% | +21.3% | +94.5% | +71.7% |
| All | +449.2% | +22.5% | +426.7% | +328.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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