+69.2%
SLB vs ONTO
+390.5%
-321.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +11.1% | -10.5% | -2.1% |
| 7D | -7.1% | -14.0% | +6.9% | -4.2% |
| 30D | +4.1% | -43.1% | +47.2% | +17.9% |
| 3M | -2.6% | -35.5% | +32.9% | +5.1% |
| 6M | -8.6% | -41.1% | +32.5% | -2.1% |
| YTD | +32.2% | +9.8% | +22.4% | +17.2% |
| 1Y | +40.7% | +31.5% | +9.1% | +17.9% |
| 3Y | -4.5% | +45.2% | -49.7% | -33.3% |
| 5Y | +66.4% | +86.7% | -20.3% | -5.9% |
| All | +69.2% | +390.5% | -321.2% | -51.7% |
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