+143.6%
ONTO vs USFR
+21.4%
+122.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | 0.0% | +8.9% | +8.9% |
| 7D | +16.4% | +0.1% | +16.3% | +17.0% |
| 30D | -21.4% | +0.4% | -21.8% | -19.2% |
| 3M | -32.7% | +1.1% | -33.8% | -27.1% |
| 6M | -25.2% | +2.1% | -27.3% | -13.3% |
| YTD | +36.2% | +3.4% | +32.8% | +69.9% |
| 1Y | +61.2% | +4.1% | +57.1% | +106.9% |
| 3Y | +58.7% | +14.4% | +44.3% | +154.9% |
| 5Y | +143.6% | +21.4% | +122.2% | +321.7% |
| All | +143.6% | +21.4% | +122.2% | +321.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling