+20.1%
RIG vs ONTO
+696.1%
-676.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.6% | -6.3% | -3.3% |
| 7D | -3.1% | +4.9% | -8.0% | -4.9% |
| 30D | -0.5% | -16.6% | +16.1% | +5.0% |
| 3M | -6.0% | -7.3% | +1.4% | -8.5% |
| 6M | -10.1% | +45.9% | -56.1% | -29.6% |
| YTD | +37.3% | +78.2% | -40.9% | -2.2% |
| 1Y | +73.9% | +159.8% | -85.9% | +4.6% |
| 3Y | -30.2% | +123.4% | -153.6% | -63.5% |
| 5Y | +62.5% | +265.8% | -203.3% | -45.9% |
| All | +20.1% | +696.1% | -676.0% | -80.6% |
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