+129.7%
XRT vs ONTO
+449.2%
-319.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +12.0% | -8.3% | +1.0% |
| 7D | +2.5% | +1.4% | +1.1% | +1.4% |
| 30D | +10.3% | -34.1% | +44.5% | +19.4% |
| 3M | +2.4% | -37.1% | +39.4% | +10.6% |
| 6M | +10.0% | -31.8% | +41.8% | +12.6% |
| YTD | +9.5% | +22.9% | -13.4% | -6.1% |
| 1Y | +17.2% | +39.5% | -22.3% | -3.4% |
| 3Y | +62.0% | +57.7% | +4.3% | +11.6% |
| 5Y | -2.1% | +115.8% | -117.9% | -43.8% |
| All | +129.7% | +449.2% | -319.5% | -19.7% |
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