+132.3%
RF vs ONTO
+476.3%
-344.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.9% | +4.1% | +1.9% |
| 7D | +1.9% | +17.5% | -15.6% | -2.4% |
| 30D | +7.3% | -15.7% | +23.0% | +10.3% |
| 3M | -7.9% | -39.7% | +31.8% | +2.1% |
| 6M | +10.5% | -26.5% | +37.0% | +11.3% |
| YTD | +9.6% | +29.0% | -19.3% | -9.3% |
| 1Y | +20.3% | +57.0% | -36.7% | -6.7% |
| 3Y | +119.5% | +50.0% | +69.5% | +45.9% |
| 5Y | +48.2% | +127.3% | -79.1% | -25.9% |
| All | +132.3% | +476.3% | -344.0% | -43.2% |
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