+591.8%
ON vs XLB
+158.8%
+433.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +0.9% | +1.3% |
| 7D | -1.9% | -2.9% | +1.1% | +2.3% |
| 30D | -11.0% | -3.4% | -7.7% | -7.0% |
| 3M | -39.3% | +1.6% | -40.9% | -41.1% |
| 6M | +19.8% | +3.6% | +16.2% | +13.9% |
| YTD | +31.1% | +14.2% | +16.8% | +8.5% |
| 1Y | +46.0% | +15.6% | +30.4% | +19.1% |
| 3Y | -27.5% | +33.1% | -60.6% | -50.0% |
| 5Y | +56.9% | +35.0% | +21.8% | +10.6% |
| 10Y | +591.8% | +164.5% | +427.3% | +119.0% |
| All | +591.8% | +158.8% | +433.1% | +119.0% |
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