+9.8%
LYB vs ONTO
+688.0%
-678.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | +0.1% |
| 7D | -3.1% | +9.4% | -12.5% | -5.0% |
| 30D | +4.0% | -4.4% | +8.5% | +4.4% |
| 3M | +2.4% | +1.6% | +0.8% | -2.0% |
| 6M | -1.4% | +45.3% | -46.7% | -15.8% |
| YTD | +53.9% | +76.4% | -22.4% | +23.1% |
| 1Y | +26.1% | +167.2% | -141.1% | -11.9% |
| 3Y | -21.0% | +116.6% | -137.6% | -49.5% |
| 5Y | -0.7% | +263.7% | -264.5% | -53.8% |
| All | +9.8% | +688.0% | -678.2% | -70.9% |
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