-22.8%
LYB vs ONTO
+115.7%
-138.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.6% | -5.5% | -1.2% |
| 7D | +0.3% | +4.9% | -4.7% | -0.1% |
| 30D | +2.5% | -16.6% | +19.1% | +3.6% |
| 3M | +1.4% | -7.3% | +8.7% | +0.8% |
| 6M | -3.5% | +45.9% | -49.4% | -9.7% |
| YTD | +52.0% | +78.2% | -26.2% | +37.3% |
| 1Y | +22.1% | +159.8% | -137.8% | +3.3% |
| 3Y | -22.8% | +123.4% | -146.2% | -39.4% |
| All | -22.8% | +115.7% | -138.4% | -39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling