-4.5%
SLB vs ONTO
+45.4%
-49.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +11.1% | -10.5% | -0.9% |
| 7D | -7.1% | -14.0% | +6.9% | -5.5% |
| 30D | +4.1% | -43.1% | +47.2% | +11.6% |
| 3M | -2.6% | -35.5% | +32.9% | +1.6% |
| 6M | -8.6% | -41.1% | +32.5% | -5.0% |
| YTD | +32.2% | +9.8% | +22.4% | +22.8% |
| 1Y | +40.7% | +31.5% | +9.1% | +26.7% |
| 3Y | -4.5% | +45.2% | -49.7% | -21.2% |
| All | -4.5% | +45.4% | -49.9% | -21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling