+41.6%
XLC vs ONTO
+122.9%
-81.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | +0.1% |
| 7D | +6.2% | -2.4% | +8.6% | +6.1% |
| 30D | -2.4% | -32.9% | +30.6% | +2.5% |
| 3M | -3.3% | -32.2% | +28.9% | +0.5% |
| 6M | -7.3% | -30.6% | +23.3% | -6.1% |
| YTD | -7.6% | +25.1% | -32.7% | -17.6% |
| 1Y | -3.7% | +40.0% | -43.7% | -16.2% |
| 3Y | +62.9% | +45.7% | +17.2% | +24.9% |
| 5Y | +41.6% | +128.8% | -87.1% | -13.1% |
| All | +41.6% | +122.9% | -81.2% | -13.1% |
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 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