+45.2%
ONTO vs USFR
+14.4%
+30.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | 0.0% | +11.1% | +11.4% |
| 7D | -14.0% | +0.1% | -14.1% | -12.6% |
| 30D | -43.1% | +0.4% | -43.5% | -39.0% |
| 3M | -35.5% | +1.1% | -36.6% | -21.9% |
| 6M | -41.1% | +2.1% | -43.1% | -15.8% |
| YTD | +9.8% | +3.4% | +6.4% | +85.4% |
| 1Y | +31.5% | +4.1% | +27.4% | +137.7% |
| 3Y | +45.2% | +14.4% | +30.8% | +205.7% |
| All | +45.2% | +14.4% | +30.7% | +205.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling