+101.3%
XLB vs ONTO
+688.0%
-586.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.9% |
| 7D | -2.9% | +9.4% | -12.3% | -4.7% |
| 30D | -3.4% | -4.4% | +1.1% | -3.1% |
| 3M | +1.6% | +1.6% | 0.0% | -1.7% |
| 6M | +3.6% | +45.3% | -41.6% | -8.1% |
| YTD | +14.2% | +76.4% | -62.1% | -3.6% |
| 1Y | +15.6% | +167.2% | -151.6% | -12.2% |
| 3Y | +33.1% | +116.6% | -83.4% | -5.3% |
| 5Y | +35.0% | +263.7% | -228.7% | -23.6% |
| All | +101.3% | +688.0% | -586.7% | -24.2% |
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