+144.2%
CVX vs ONTO
+508.7%
-364.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.9% | -7.9% | -0.3% |
| 7D | -1.7% | +16.4% | -18.1% | -4.2% |
| 30D | -0.8% | -21.4% | +20.6% | +1.9% |
| 3M | +9.4% | -32.7% | +42.1% | +14.1% |
| 6M | +17.5% | -25.2% | +42.7% | +17.4% |
| YTD | +43.8% | +36.2% | +7.6% | +25.5% |
| 1Y | +41.9% | +61.2% | -19.3% | +19.3% |
| 3Y | +69.1% | +58.7% | +10.5% | +25.6% |
| 5Y | +128.3% | +143.6% | -15.3% | +32.7% |
| All | +144.2% | +508.7% | -364.5% | -28.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling