+104.4%
XLB vs ONTO
+390.5%
-286.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +11.1% | -11.8% | -2.7% |
| 7D | -1.5% | -14.0% | +12.5% | +0.7% |
| 30D | +6.1% | -43.1% | +49.1% | +16.5% |
| 3M | 0.0% | -35.5% | +35.5% | +6.1% |
| 6M | 0.0% | -41.1% | +41.0% | +5.3% |
| YTD | +16.0% | +9.8% | +6.3% | +5.4% |
| 1Y | +24.7% | +31.5% | -6.8% | +8.5% |
| 3Y | +40.4% | +45.2% | -4.8% | +5.6% |
| 5Y | +30.7% | +86.7% | -56.0% | -14.8% |
| All | +104.4% | +390.5% | -286.1% | -17.2% |
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 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