+61.9%
OXY vs ONTO
+695.7%
-633.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.9% | -3.9% | -0.1% |
| 7D | -0.5% | +9.7% | -10.1% | -2.6% |
| 30D | +8.5% | -8.8% | +17.3% | +9.9% |
| 3M | +6.0% | +4.5% | +1.5% | +0.7% |
| 6M | +13.0% | +56.4% | -43.4% | -5.9% |
| YTD | +48.9% | +78.1% | -29.2% | +18.1% |
| 1Y | +36.4% | +171.3% | -134.9% | -5.8% |
| 3Y | -2.3% | +118.7% | -121.0% | -39.4% |
| 5Y | +160.6% | +269.4% | -108.8% | +9.1% |
| All | +61.9% | +695.7% | -633.7% | -59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 ONTO 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