+80.0%
XLP vs ONTO
+493.5%
-413.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | -0.3% |
| 7D | -0.2% | +34.4% | -34.6% | -1.5% |
| 30D | +8.2% | -20.4% | +28.6% | +9.0% |
| 3M | +7.7% | -37.8% | +45.6% | +9.7% |
| 6M | +9.3% | -24.6% | +33.9% | +9.1% |
| YTD | +19.5% | +32.8% | -13.3% | +13.8% |
| 1Y | +21.0% | +54.7% | -33.7% | +13.8% |
| 3Y | +43.2% | +54.7% | -11.4% | +27.5% |
| 5Y | +42.7% | +134.0% | -91.3% | +15.3% |
| All | +80.0% | +493.5% | -413.5% | +7.9% |
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