+67.2%
XLU vs ONTO
+688.0%
-620.8%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.1% |
| 7D | +0.6% | +9.4% | -8.7% | -0.1% |
| 30D | -0.4% | -4.4% | +4.0% | -0.2% |
| 3M | -1.7% | +1.6% | -3.3% | -3.1% |
| 6M | -7.1% | +45.3% | -52.4% | -11.9% |
| YTD | +1.9% | +76.4% | -74.4% | -5.4% |
| 1Y | +6.1% | +167.2% | -161.0% | -5.9% |
| 3Y | +48.8% | +116.6% | -67.8% | +27.1% |
| 5Y | +43.8% | +263.7% | -219.9% | +7.2% |
| All | +67.2% | +688.0% | -620.8% | -12.2% |
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