+130.6%
RF vs ONTO
+508.7%
-378.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.9% | -9.1% | -2.4% |
| 7D | -1.3% | +16.4% | -17.7% | -5.7% |
| 30D | +4.6% | -21.4% | +26.1% | +9.5% |
| 3M | -8.4% | -32.7% | +24.3% | -1.4% |
| 6M | +8.9% | -25.2% | +34.1% | +9.3% |
| YTD | +8.8% | +36.2% | -27.4% | -11.2% |
| 1Y | +18.9% | +61.2% | -42.3% | -8.2% |
| 3Y | +116.0% | +58.7% | +57.3% | +41.5% |
| 5Y | +46.0% | +143.6% | -97.6% | -28.5% |
| All | +130.6% | +508.7% | -378.2% | -44.4% |
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