+341.5%
ONTO vs USFR
+22.5%
+319.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.6% | 0.0% | -15.6% | -15.6% |
| 7D | -29.7% | +0.1% | -29.8% | -29.6% |
| 30D | -50.3% | +0.4% | -50.7% | -49.9% |
| 3M | -43.5% | +1.1% | -44.5% | -42.3% |
| 6M | -48.9% | +2.0% | -50.9% | -47.0% |
| YTD | -1.2% | +3.4% | -4.6% | +3.4% |
| 1Y | +14.9% | +4.1% | +10.8% | +20.5% |
| 3Y | +31.2% | +14.4% | +16.8% | +23.7% |
| 5Y | +68.1% | +21.3% | +46.8% | +33.4% |
| All | +341.5% | +22.5% | +319.1% | +244.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling