+65.1%
XLU vs ONTO
+696.1%
-631.0%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.6% | -4.9% | -0.7% |
| 7D | -1.6% | +4.9% | -6.5% | -2.0% |
| 30D | -3.3% | -16.6% | +13.3% | -2.0% |
| 3M | -3.2% | -7.3% | +4.2% | -3.6% |
| 6M | -7.0% | +45.9% | -52.9% | -11.7% |
| YTD | +0.6% | +78.2% | -77.5% | -6.7% |
| 1Y | +2.4% | +159.8% | -157.4% | -8.9% |
| 3Y | +46.3% | +123.4% | -77.2% | +24.4% |
| 5Y | +44.0% | +265.8% | -221.8% | +7.3% |
| All | +65.1% | +696.1% | -631.0% | -13.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling