+97.3%
XLY vs ONTO
+696.1%
-598.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.6% | -3.7% | -0.2% |
| 7D | -1.7% | +4.9% | -6.6% | -2.9% |
| 30D | -4.2% | -16.6% | +12.4% | -0.6% |
| 3M | -2.7% | -7.3% | +4.7% | -4.1% |
| 6M | -0.6% | +45.9% | -46.6% | -14.3% |
| YTD | -5.0% | +78.2% | -83.2% | -23.1% |
| 1Y | -4.1% | +159.8% | -163.9% | -30.9% |
| 3Y | +33.6% | +123.4% | -89.8% | -11.4% |
| 5Y | +28.7% | +265.8% | -237.1% | -31.8% |
| All | +97.3% | +696.1% | -598.8% | -29.4% |
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