+695.7%
ONTO vs XME
+380.0%
+315.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.1% | +3.8% | +4.0% |
| 7D | +9.7% | +3.6% | +6.0% | +6.4% |
| 30D | -8.8% | +3.6% | -12.5% | -11.7% |
| 3M | +4.5% | +1.2% | +3.3% | +4.7% |
| 6M | +56.4% | +9.0% | +47.4% | +47.6% |
| YTD | +78.1% | +15.9% | +62.2% | +59.8% |
| 1Y | +171.3% | +43.2% | +128.1% | +104.4% |
| 3Y | +118.7% | +137.4% | -18.7% | +11.6% |
| 5Y | +269.4% | +185.0% | +84.3% | +55.9% |
| All | +695.7% | +380.0% | +315.7% | +79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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