+143.6%
ONTO vs XYL
-23.5%
+167.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -1.8% | +10.7% | +10.1% |
| 7D | +16.4% | -5.9% | +22.2% | +21.1% |
| 30D | -21.4% | -7.3% | -14.1% | -20.3% |
| 3M | -32.7% | -22.5% | -10.3% | -21.4% |
| 6M | -25.2% | -14.4% | -10.8% | -20.7% |
| YTD | +36.2% | -29.4% | +65.6% | +68.6% |
| 1Y | +61.2% | -35.6% | +96.8% | +116.3% |
| 3Y | +58.7% | +0.3% | +58.4% | +47.8% |
| 5Y | +143.6% | -22.3% | +166.0% | +164.1% |
| All | +143.6% | -23.5% | +167.1% | +164.1% |
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 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