+22.4%
XLP vs ONTO
+36.2%
-13.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | +0.3% |
| 7D | +2.3% | -2.4% | +4.7% | +2.3% |
| 30D | +9.1% | -32.9% | +42.1% | +6.7% |
| 3M | +7.9% | -32.2% | +40.1% | +5.7% |
| 6M | +9.6% | -30.6% | +40.2% | +7.8% |
| YTD | +19.4% | +25.1% | -5.7% | +19.8% |
| 1Y | +22.4% | +40.0% | -17.6% | +24.1% |
| All | +22.4% | +36.2% | -13.8% | +24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling