+44.0%
XLP vs ONTO
+124.4%
-80.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.9% | +4.3% | +1.4% |
| 7D | +2.5% | +17.5% | -15.0% | +2.5% |
| 30D | +7.3% | -15.7% | +23.0% | +7.4% |
| 3M | +8.1% | -39.7% | +47.8% | +8.4% |
| 6M | +10.5% | -26.5% | +37.0% | +10.2% |
| YTD | +21.2% | +29.0% | -7.8% | +18.6% |
| 1Y | +22.7% | +57.0% | -34.2% | +19.3% |
| 3Y | +44.8% | +50.0% | -5.2% | +35.8% |
| All | +44.0% | +124.4% | -80.3% | +26.5% |
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