+94.9%
SLB vs ONTO
+658.6%
-563.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.2% | -6.0% | -1.3% |
| 7D | +0.8% | -1.0% | +1.9% | +1.0% |
| 30D | +15.8% | -2.9% | +18.7% | +15.1% |
| 3M | -0.3% | -2.5% | +2.1% | -3.9% |
| 6M | +21.3% | +28.2% | -6.9% | +7.1% |
| YTD | +52.3% | +69.8% | -17.5% | +23.5% |
| 1Y | +63.6% | +162.9% | -99.3% | +15.4% |
| 3Y | +3.8% | +95.9% | -92.2% | -30.7% |
| 5Y | +128.6% | +244.5% | -115.8% | +6.9% |
| All | +94.9% | +658.6% | -563.6% | -49.1% |
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