+366.3%
VLO vs ONTO
+449.2%
-82.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +12.0% | -9.0% | +0.6% |
| 7D | -6.5% | +1.4% | -7.9% | -7.1% |
| 30D | -17.8% | -34.1% | +16.4% | -11.6% |
| 3M | +19.6% | -37.1% | +56.7% | +28.5% |
| 6M | +49.3% | -31.8% | +81.1% | +53.1% |
| YTD | +122.4% | +22.9% | +99.5% | +92.9% |
| 1Y | +107.4% | +39.5% | +67.9% | +73.6% |
| 3Y | +223.1% | +57.7% | +165.4% | +126.7% |
| 5Y | +432.2% | +115.8% | +316.4% | +200.2% |
| All | +366.3% | +449.2% | -82.9% | +40.3% |
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