+68.4%
XLE vs ONTO
+56.0%
+12.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.0% | +1.6% |
| 7D | +4.4% | +34.4% | -30.0% | +3.0% |
| 30D | -4.3% | -20.4% | +16.2% | -3.7% |
| 3M | +6.0% | -37.8% | +43.9% | +7.7% |
| 6M | +13.2% | -24.6% | +37.8% | +12.9% |
| YTD | +46.7% | +32.8% | +13.9% | +38.5% |
| 1Y | +46.6% | +54.7% | -8.1% | +36.4% |
| All | +68.4% | +56.0% | +12.4% | +50.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling