+375.4%
VLO vs ONTO
+508.7%
-133.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.9% | -5.2% | +1.9% |
| 7D | -0.4% | +16.4% | -16.8% | -3.8% |
| 30D | -16.6% | -21.4% | +4.9% | -13.4% |
| 3M | +12.3% | -32.7% | +45.0% | +19.2% |
| 6M | +47.8% | -25.2% | +73.0% | +48.8% |
| YTD | +126.7% | +36.2% | +90.5% | +92.6% |
| 1Y | +105.4% | +61.2% | +44.2% | +66.6% |
| 3Y | +222.0% | +58.7% | +163.3% | +129.0% |
| 5Y | +449.8% | +143.6% | +306.2% | +201.2% |
| All | +375.4% | +508.7% | -133.3% | +40.1% |
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