+143.4%
XLI vs ONTO
+696.1%
-552.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.6% | -3.5% | +0.1% |
| 7D | -1.7% | +4.9% | -6.6% | -2.7% |
| 30D | -7.3% | -16.6% | +9.4% | -4.1% |
| 3M | -1.3% | -7.3% | +6.0% | -2.1% |
| 6M | +2.2% | +45.9% | -43.7% | -9.2% |
| YTD | +11.7% | +78.2% | -66.5% | -5.7% |
| 1Y | +14.3% | +159.8% | -145.6% | -12.2% |
| 3Y | +70.3% | +123.4% | -53.1% | +21.9% |
| 5Y | +82.3% | +265.8% | -183.5% | +5.0% |
| All | +143.4% | +696.1% | -552.7% | -8.8% |
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