+476.3%
ONTO vs USFR
+22.6%
+453.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.8% |
| 7D | +17.5% | +0.1% | +17.4% | +17.6% |
| 30D | -15.7% | +0.4% | -16.0% | -15.1% |
| 3M | -39.7% | +1.1% | -40.8% | -38.5% |
| 6M | -26.5% | +2.0% | -28.5% | -23.8% |
| YTD | +29.0% | +3.5% | +25.5% | +35.1% |
| 1Y | +57.0% | +4.1% | +52.9% | +64.9% |
| 3Y | +50.0% | +14.4% | +35.6% | +42.0% |
| 5Y | +127.3% | +21.4% | +105.8% | +80.7% |
| All | +476.3% | +22.6% | +453.8% | +350.7% |
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