+493.5%
ONTO vs XLRE
+42.6%
+450.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.1% |
| 7D | +34.4% | +0.1% | +34.3% | +34.3% |
| 30D | -20.4% | +6.0% | -26.5% | -24.5% |
| 3M | -37.8% | +0.5% | -38.4% | -38.4% |
| 6M | -24.6% | +1.2% | -25.8% | -26.9% |
| YTD | +32.8% | +12.6% | +20.2% | +17.8% |
| 1Y | +54.7% | +11.0% | +43.7% | +38.8% |
| 3Y | +54.7% | +43.0% | +11.7% | +8.0% |
| 5Y | +134.0% | +9.1% | +124.9% | +108.7% |
| All | +493.5% | +42.6% | +450.9% | +317.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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