+72.4%
XLI vs ONTO
+142.3%
-70.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.9% | -7.6% | -0.1% |
| 7D | +0.9% | +16.4% | -15.5% | -1.9% |
| 30D | +1.1% | -21.4% | +22.5% | +4.2% |
| 3M | -7.7% | -32.7% | +25.1% | -2.9% |
| 6M | -1.8% | -25.2% | +23.4% | -0.4% |
| YTD | +11.1% | +36.2% | -25.1% | +0.7% |
| 1Y | +12.1% | +61.2% | -49.1% | -1.4% |
| 3Y | +73.8% | +58.7% | +15.2% | +41.5% |
| All | +72.4% | +142.3% | -70.0% | +19.3% |
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