+384.6%
VLO vs ONTO
+658.6%
-274.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.2% | -6.2% | -1.3% |
| 7D | +5.2% | -1.0% | +6.2% | +5.3% |
| 30D | +22.6% | -2.9% | +25.5% | +22.2% |
| 3M | +43.8% | -2.5% | +46.2% | +39.8% |
| 6M | +65.7% | +28.2% | +37.5% | +48.0% |
| YTD | +131.1% | +69.8% | +61.3% | +90.9% |
| 1Y | +143.6% | +162.9% | -19.3% | +77.3% |
| 3Y | +201.4% | +95.9% | +105.4% | +107.6% |
| 5Y | +568.9% | +244.5% | +324.4% | +232.8% |
| All | +384.6% | +658.6% | -274.0% | +38.9% |
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