+238.0%
ONTO vs XYL
-17.7%
+255.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.0% | +8.2% | +7.8% |
| 7D | -1.0% | -5.0% | +4.0% | +3.1% |
| 30D | -2.9% | -13.2% | +10.3% | +8.7% |
| 3M | -2.5% | -3.7% | +1.3% | -1.4% |
| 6M | +28.2% | -17.7% | +45.9% | +48.4% |
| YTD | +69.8% | -21.5% | +91.3% | +102.3% |
| 1Y | +162.9% | -24.5% | +187.4% | +225.4% |
| 3Y | +95.9% | +6.9% | +89.0% | +82.3% |
| All | +238.0% | -17.7% | +255.7% | +242.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling