+121.6%
XRT vs ONTO
+390.5%
-268.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +11.1% | -12.8% | -4.1% |
| 7D | +0.9% | -14.0% | +14.9% | +3.5% |
| 30D | +7.9% | -43.1% | +51.0% | +20.8% |
| 3M | -0.2% | -35.5% | +35.3% | +6.8% |
| 6M | +5.6% | -41.1% | +46.6% | +11.8% |
| YTD | +5.7% | +9.8% | -4.1% | -7.1% |
| 1Y | +14.6% | +31.5% | -16.9% | -4.5% |
| 3Y | +50.7% | +45.2% | +5.5% | +5.3% |
| 5Y | -4.8% | +86.7% | -91.5% | -43.4% |
| All | +121.6% | +390.5% | -268.8% | -20.6% |
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