+80.3%
XLP vs ONTO
+341.5%
-261.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -15.6% | +14.8% | -0.1% |
| 7D | +3.5% | -29.7% | +33.2% | +4.9% |
| 30D | +11.6% | -50.3% | +61.8% | +14.9% |
| 3M | +7.6% | -43.5% | +51.1% | +9.8% |
| 6M | +10.0% | -48.9% | +58.9% | +12.0% |
| YTD | +19.7% | -1.2% | +20.9% | +15.5% |
| 1Y | +23.5% | +14.9% | +8.6% | +17.6% |
| 3Y | +44.0% | +31.2% | +12.8% | +27.5% |
| 5Y | +42.7% | +68.1% | -25.4% | +17.5% |
| All | +80.3% | +341.5% | -261.2% | +9.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling