+105.4%
XLB vs ONTO
+658.6%
-553.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.2% | -6.5% | -1.5% |
| 7D | -1.4% | -1.0% | -0.4% | -1.3% |
| 30D | -0.4% | -2.9% | +2.5% | -0.6% |
| 3M | +2.0% | -2.5% | +4.4% | -0.6% |
| 6M | +1.8% | +28.2% | -26.4% | -7.4% |
| YTD | +16.6% | +69.8% | -53.2% | -0.9% |
| 1Y | +16.9% | +162.9% | -145.9% | -10.9% |
| 3Y | +32.6% | +95.9% | -63.4% | -3.2% |
| 5Y | +35.6% | +244.5% | -208.8% | -22.3% |
| All | +105.4% | +658.6% | -553.2% | -22.1% |
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