+95.5%
XLY vs ONTO
+661.2%
-565.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | +0.4% |
| 7D | -3.9% | +6.5% | -10.4% | -5.4% |
| 30D | -6.1% | -15.9% | +9.8% | -2.8% |
| 3M | -1.2% | -0.2% | -1.0% | -4.7% |
| 6M | -1.8% | +38.7% | -40.5% | -14.2% |
| YTD | -5.9% | +70.4% | -76.2% | -23.0% |
| 1Y | -3.1% | +153.6% | -156.7% | -29.8% |
| 3Y | +36.0% | +109.2% | -73.2% | -8.2% |
| 5Y | +27.6% | +249.7% | -222.2% | -31.7% |
| All | +95.5% | +661.2% | -565.6% | -29.3% |
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