-37.5%
U vs ONTO
+846.5%
-884.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.9% | -2.3% | +0.5% |
| 7D | +4.5% | +9.7% | -5.2% | +0.2% |
| 30D | -0.6% | -8.8% | +8.2% | +1.9% |
| 3M | +48.4% | +4.5% | +43.9% | +35.0% |
| 6M | +115.4% | +56.4% | +58.9% | +55.0% |
| YTD | -3.2% | +78.1% | -81.3% | -35.3% |
| 1Y | -6.0% | +171.3% | -177.3% | -49.9% |
| 3Y | +13.5% | +118.7% | -105.2% | -48.7% |
| 5Y | -68.0% | +269.4% | -337.4% | -89.9% |
| All | -37.5% | +846.5% | -884.0% | -87.7% |
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