+56.2%
ONTO vs WOLF
+37.9%
+18.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.3% | +3.5% | -0.8% |
| 7D | +17.5% | +4.4% | +13.1% | +16.2% |
| 30D | -15.7% | +1.0% | -16.7% | -15.7% |
| 3M | -39.7% | -21.2% | -18.5% | -35.6% |
| 6M | -26.5% | -60.3% | +33.9% | -13.4% |
| YTD | +29.0% | +42.6% | -13.6% | +17.4% |
| 1Y | +57.0% | +36.5% | +20.5% | +43.3% |
| All | +56.2% | +37.9% | +18.2% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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