+91.5%
ONTO vs USFR
+21.3%
+70.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | 0.0% | +11.1% | +11.2% |
| 7D | -14.0% | +0.1% | -14.1% | -13.4% |
| 30D | -43.1% | +0.4% | -43.5% | -41.4% |
| 3M | -35.5% | +1.1% | -36.6% | -30.3% |
| 6M | -41.1% | +2.1% | -43.1% | -32.0% |
| YTD | +9.8% | +3.4% | +6.4% | +35.8% |
| 1Y | +31.5% | +4.1% | +27.4% | +67.8% |
| 3Y | +45.2% | +14.4% | +30.8% | +128.2% |
| All | +91.5% | +21.3% | +70.1% | +219.7% |
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