+78.0%
XLP vs ONTO
+390.5%
-312.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +11.1% | -12.4% | -1.7% |
| 7D | +0.7% | -14.0% | +14.8% | +1.3% |
| 30D | +10.3% | -43.1% | +53.3% | +12.8% |
| 3M | +6.5% | -35.5% | +42.0% | +8.0% |
| 6M | +8.4% | -41.1% | +49.5% | +9.5% |
| YTD | +18.2% | +9.8% | +8.4% | +13.5% |
| 1Y | +22.4% | +31.5% | -9.1% | +15.8% |
| 3Y | +41.9% | +45.2% | -3.3% | +25.1% |
| 5Y | +40.9% | +86.7% | -45.8% | +15.4% |
| All | +78.0% | +390.5% | -312.4% | +7.6% |
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