+196.2%
ON vs XEL
+889.8%
-693.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.5% | -6.0% | -5.0% |
| 7D | -2.2% | +1.3% | -3.5% | -2.7% |
| 30D | -12.4% | -1.5% | -10.9% | -12.0% |
| 3M | -41.2% | -0.2% | -41.0% | -41.4% |
| 6M | +25.0% | -5.4% | +30.4% | +26.9% |
| YTD | +31.3% | +5.6% | +25.6% | +27.7% |
| 1Y | +45.4% | +10.5% | +35.0% | +38.7% |
| 3Y | -27.4% | +49.2% | -76.6% | -40.0% |
| 5Y | +58.5% | +30.1% | +28.4% | +36.6% |
| 10Y | +561.8% | +146.7% | +415.1% | +330.1% |
| All | +196.2% | +889.8% | -693.7% | +33.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling