+99.7%
ONTO vs XYL
+8.6%
+91.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.0% | +8.2% | +7.8% |
| 7D | -1.0% | -5.0% | +4.0% | +3.2% |
| 30D | -2.9% | -13.2% | +10.3% | +9.1% |
| 3M | -2.5% | -3.7% | +1.3% | -2.1% |
| 6M | +28.2% | -17.7% | +45.9% | +48.9% |
| YTD | +69.8% | -21.5% | +91.3% | +103.0% |
| 1Y | +162.9% | -24.5% | +187.4% | +228.5% |
| All | +99.7% | +8.6% | +91.2% | +93.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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