+54.6%
XLE vs ONTO
+97.2%
-42.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.2% | -7.0% | -1.1% |
| 7D | +2.2% | -1.0% | +3.2% | +2.2% |
| 30D | +11.8% | -2.9% | +14.7% | +11.6% |
| 3M | +9.8% | -2.5% | +12.3% | +8.8% |
| 6M | +15.6% | +28.2% | -12.6% | +11.6% |
| YTD | +45.3% | +69.8% | -24.5% | +36.4% |
| 1Y | +48.3% | +162.9% | -114.6% | +33.1% |
| All | +54.6% | +97.2% | -42.6% | +37.6% |
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