+125.5%
XLF vs ONTO
+696.1%
-570.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.6% | -3.9% | -0.2% |
| 7D | -1.5% | +4.9% | -6.4% | -2.4% |
| 30D | -1.2% | -16.6% | +15.5% | +1.7% |
| 3M | +9.2% | -7.3% | +16.5% | +7.8% |
| 6M | +16.3% | +45.9% | -29.6% | +3.0% |
| YTD | +5.4% | +78.2% | -72.7% | -11.3% |
| 1Y | +7.6% | +159.8% | -152.2% | -17.7% |
| 3Y | +74.2% | +123.4% | -49.2% | +21.7% |
| 5Y | +66.1% | +265.8% | -199.7% | -8.9% |
| All | +125.5% | +696.1% | -570.6% | -24.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling