+105.9%
XLB vs ONTO
+493.5%
-387.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -0.8% |
| 7D | 0.0% | +34.4% | -34.4% | -5.5% |
| 30D | +5.3% | -20.4% | +25.7% | +8.6% |
| 3M | 0.0% | -37.8% | +37.8% | +7.3% |
| 6M | +1.2% | -24.6% | +25.8% | +1.7% |
| YTD | +16.9% | +32.8% | -15.9% | +2.4% |
| 1Y | +20.9% | +54.7% | -33.8% | +2.1% |
| 3Y | +43.3% | +54.7% | -11.4% | +8.1% |
| 5Y | +28.3% | +134.0% | -105.7% | -20.2% |
| All | +105.9% | +493.5% | -387.5% | -19.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling