+629.3%
ON vs XEL
+151.6%
+477.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.1% | +8.4% | +8.5% |
| 7D | +2.4% | -0.3% | +2.7% | +2.4% |
| 30D | -8.6% | -3.9% | -4.7% | -7.7% |
| 3M | -34.3% | -2.8% | -31.5% | -34.0% |
| 6M | +28.5% | -5.4% | +33.9% | +29.9% |
| YTD | +40.6% | +3.8% | +36.9% | +38.5% |
| 1Y | +55.3% | +6.8% | +48.5% | +51.3% |
| 3Y | -22.2% | +45.6% | -67.8% | -32.5% |
| 5Y | +62.4% | +30.7% | +31.7% | +44.9% |
| All | +629.3% | +151.6% | +477.7% | +538.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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