+132.9%
RF vs ONTO
+449.2%
-316.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +12.0% | -9.8% | -0.8% |
| 7D | -0.1% | +1.4% | -1.5% | -1.3% |
| 30D | +7.0% | -34.1% | +41.1% | +17.2% |
| 3M | -7.0% | -37.1% | +30.0% | +1.7% |
| 6M | +6.8% | -31.8% | +38.6% | +9.8% |
| YTD | +9.9% | +22.9% | -13.0% | -7.8% |
| 1Y | +21.1% | +39.5% | -18.4% | -2.8% |
| 3Y | +119.6% | +57.7% | +62.0% | +41.6% |
| 5Y | +46.2% | +115.8% | -69.6% | -25.9% |
| All | +132.9% | +449.2% | -316.3% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 ONTO 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