+9.1%
XLV vs ONTO
+46.6%
-37.5%
-6.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.6% | -4.8% | +0.1% |
| 7D | -3.6% | +4.9% | -8.5% | -3.3% |
| 30D | -1.8% | -16.6% | +14.8% | -2.6% |
| 3M | +7.8% | -7.3% | +15.1% | +7.1% |
| 6M | +9.1% | +45.9% | -36.8% | +3.2% |
| All | +9.1% | +46.6% | -37.5% | +3.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling