+556.1%
ON vs XLB
+165.5%
+390.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.3% | +5.4% | +5.3% |
| 7D | +3.3% | -1.6% | +5.0% | +6.3% |
| 30D | -3.1% | +7.2% | -10.4% | -12.2% |
| 3M | -9.2% | 0.0% | -9.3% | -9.5% |
| 6M | -31.4% | +2.3% | -33.7% | -33.6% |
| YTD | +36.0% | +18.4% | +17.5% | +7.0% |
| 1Y | +52.0% | +23.3% | +28.7% | +12.9% |
| 3Y | +9.3% | +45.2% | -35.9% | -33.2% |
| 5Y | +26.5% | +31.0% | -4.5% | -7.5% |
| 10Y | +556.1% | +168.8% | +387.4% | +66.4% |
| All | +556.1% | +165.5% | +390.7% | +66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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