+166.9%
XLE vs ONTO
+124.4%
+42.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +3.9% | +1.2% |
| 7D | +5.4% | +17.5% | -12.1% | +4.2% |
| 30D | -3.9% | -15.7% | +11.7% | -3.1% |
| 3M | +7.0% | -39.7% | +46.7% | +10.2% |
| 6M | +14.2% | -26.5% | +40.7% | +14.3% |
| YTD | +48.2% | +29.0% | +19.2% | +38.5% |
| 1Y | +47.7% | +57.0% | -9.3% | +34.9% |
| 3Y | +70.0% | +50.0% | +20.0% | +47.0% |
| All | +166.9% | +124.4% | +42.5% | +95.6% |
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 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