+523.3%
ON vs XLB
+163.6%
+359.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.3% |
| 7D | +12.2% | +0.5% | +11.7% | +11.6% |
| 30D | -3.1% | +5.2% | -8.3% | -9.8% |
| 3M | -12.9% | +0.3% | -13.2% | -13.4% |
| 6M | -38.6% | +1.2% | -39.8% | -39.7% |
| YTD | +31.2% | +16.6% | +14.6% | +5.5% |
| 1Y | +47.6% | +21.4% | +26.2% | +12.0% |
| 3Y | +6.6% | +43.2% | -36.6% | -33.5% |
| 5Y | +21.3% | +28.0% | -6.8% | -8.5% |
| All | +523.3% | +163.6% | +359.8% | +66.5% |
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