+367.1%
XLK vs ONTO
+661.2%
-294.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.0% | -0.3% |
| 7D | -0.4% | +6.5% | -6.9% | -2.5% |
| 30D | -0.5% | -15.9% | +15.4% | +4.7% |
| 3M | +5.0% | -0.2% | +5.1% | +1.8% |
| 6M | +32.9% | +38.7% | -5.9% | +14.1% |
| YTD | +29.0% | +70.4% | -41.4% | +2.4% |
| 1Y | +37.8% | +153.6% | -115.8% | -5.6% |
| 3Y | +118.7% | +109.2% | +9.5% | +42.5% |
| 5Y | +145.6% | +249.7% | -104.2% | +23.7% |
| All | +367.1% | +661.2% | -294.0% | +53.1% |
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