+120.1%
SHEL vs ONTO
+476.3%
-356.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.9% | +4.2% | +1.8% |
| 7D | +0.8% | +17.5% | -16.7% | -2.0% |
| 30D | -3.6% | -15.7% | +12.1% | -1.7% |
| 3M | +12.0% | -39.7% | +51.8% | +19.9% |
| 6M | +19.7% | -26.5% | +46.2% | +20.1% |
| YTD | +39.6% | +29.0% | +10.7% | +22.4% |
| 1Y | +36.4% | +57.0% | -20.5% | +14.3% |
| 3Y | +70.2% | +50.0% | +20.2% | +26.7% |
| 5Y | +169.2% | +127.3% | +42.0% | +57.3% |
| All | +120.1% | +476.3% | -356.2% | -37.1% |
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