+65.0%
XLF vs ONTO
+246.7%
-181.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | +0.1% |
| 7D | -2.9% | +6.5% | -9.4% | -3.6% |
| 30D | -1.6% | -15.9% | +14.3% | +0.1% |
| 3M | +9.3% | -0.2% | +9.4% | +7.1% |
| 6M | +14.6% | +38.7% | -24.2% | +6.4% |
| YTD | +4.7% | +70.4% | -65.6% | -6.1% |
| 1Y | +8.6% | +153.6% | -145.0% | -9.0% |
| 3Y | +73.9% | +109.2% | -35.3% | +37.2% |
| 5Y | +65.0% | +249.7% | -184.7% | +8.2% |
| All | +65.0% | +246.7% | -181.7% | +8.2% |
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