+390.5%
ONTO vs XYL
+27.6%
+362.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -2.2% | +13.3% | +12.7% |
| 7D | -14.0% | +5.9% | -19.9% | -18.3% |
| 30D | -43.1% | -3.9% | -39.2% | -43.6% |
| 3M | -35.5% | -18.7% | -16.8% | -27.4% |
| 6M | -41.1% | -16.9% | -24.2% | -35.6% |
| YTD | +9.8% | -27.4% | +37.1% | +32.9% |
| 1Y | +31.5% | -34.0% | +65.5% | +72.5% |
| 3Y | +45.2% | +5.6% | +39.6% | +31.6% |
| 5Y | +86.7% | -20.6% | +107.3% | +105.4% |
| All | +390.5% | +27.6% | +362.9% | +258.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling