+184.6%
XLE vs ONTO
+390.5%
-205.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +11.1% | -11.1% | -1.8% |
| 7D | -12.0% | -14.0% | +2.0% | -10.1% |
| 30D | -2.7% | -43.1% | +40.3% | +5.9% |
| 3M | +6.6% | -35.5% | +42.1% | +12.2% |
| 6M | +9.5% | -41.1% | +50.6% | +14.4% |
| YTD | +40.6% | +9.8% | +30.8% | +26.4% |
| 1Y | +43.6% | +31.5% | +12.1% | +23.6% |
| 3Y | +58.1% | +45.2% | +12.9% | +15.9% |
| 5Y | +152.2% | +86.7% | +65.5% | +54.7% |
| All | +184.6% | +390.5% | -205.9% | -7.6% |
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 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