+34.1%
XLP vs ONTO
+243.6%
-209.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.2% | -7.0% | -0.9% |
| 7D | -1.0% | -1.0% | 0.0% | -1.0% |
| 30D | -0.9% | -2.9% | +2.0% | -0.9% |
| 3M | +3.8% | -2.5% | +6.3% | +3.4% |
| 6M | -1.7% | +28.2% | -29.9% | -3.1% |
| YTD | +10.3% | +69.8% | -59.5% | +7.8% |
| 1Y | +7.8% | +162.9% | -155.1% | +3.6% |
| 3Y | +27.2% | +95.9% | -68.7% | +19.2% |
| All | +34.1% | +243.6% | -209.5% | +15.8% |
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