+42.8%
XLP vs ONTO
+112.9%
-70.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +12.0% | -11.1% | +0.9% |
| 7D | +0.1% | +1.4% | -1.3% | +0.1% |
| 30D | +8.9% | -34.1% | +43.1% | +9.1% |
| 3M | +7.5% | -37.1% | +44.5% | +7.7% |
| 6M | +9.4% | -31.8% | +41.3% | +9.2% |
| YTD | +19.3% | +22.9% | -3.7% | +16.7% |
| 1Y | +21.7% | +39.5% | -17.8% | +18.6% |
| 3Y | +44.0% | +57.7% | -13.7% | +33.9% |
| 5Y | +42.8% | +115.8% | -73.0% | +25.1% |
| All | +42.8% | +112.9% | -70.1% | +25.1% |
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 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