+32.0%
XEL vs ONTO
+261.1%
-229.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.6% | -4.5% | +0.1% |
| 7D | -0.3% | +4.9% | -5.2% | -0.3% |
| 30D | -3.9% | -16.6% | +12.7% | -4.0% |
| 3M | -2.8% | -7.3% | +4.5% | -2.8% |
| 6M | -5.4% | +45.9% | -51.3% | -5.0% |
| YTD | +3.8% | +78.2% | -74.4% | +4.4% |
| 1Y | +6.8% | +159.8% | -153.0% | +7.9% |
| 3Y | +45.6% | +123.4% | -77.8% | +43.6% |
| All | +32.0% | +261.1% | -229.0% | +24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling