+128.9%
XLF vs ONTO
+658.6%
-529.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.2% | -6.9% | -1.9% |
| 7D | 0.0% | -1.0% | +1.0% | +0.1% |
| 30D | +0.2% | -2.9% | +3.1% | -0.1% |
| 3M | +11.7% | -2.5% | +14.2% | +8.8% |
| 6M | +13.8% | +28.2% | -14.4% | +3.3% |
| YTD | +7.0% | +69.8% | -62.8% | -9.1% |
| 1Y | +9.1% | +162.9% | -153.7% | -16.9% |
| 3Y | +75.6% | +95.9% | -20.3% | +27.0% |
| 5Y | +66.4% | +244.5% | -178.1% | -7.5% |
| All | +128.9% | +658.6% | -529.7% | -22.2% |
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 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