+20.0%
UL vs ONTO
+688.0%
-668.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.6% |
| 7D | -3.2% | +9.4% | -12.6% | -3.6% |
| 30D | -0.6% | -4.4% | +3.9% | -0.6% |
| 3M | +9.4% | +1.6% | +7.8% | +8.4% |
| 6M | -4.1% | +45.3% | -49.4% | -7.3% |
| YTD | -2.0% | +76.4% | -78.3% | -6.6% |
| 1Y | -9.0% | +167.2% | -176.1% | -16.0% |
| 3Y | +21.8% | +116.6% | -94.7% | +7.9% |
| 5Y | +20.6% | +263.7% | -243.1% | -3.7% |
| All | +20.0% | +688.0% | -668.0% | -24.4% |
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