-1.8%
XLY vs ONTO
+39.4%
-41.2%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | -0.2% |
| 7D | -3.9% | +6.5% | -10.4% | -4.3% |
| 30D | -6.1% | -15.9% | +9.8% | -5.0% |
| 3M | -1.2% | -0.2% | -1.0% | -4.0% |
| 6M | -1.8% | +38.7% | -40.5% | -13.4% |
| All | -1.8% | +39.4% | -41.2% | -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 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