+58.5%
ON vs XLB
+35.6%
+22.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.5% | -3.0% |
| 7D | -2.2% | -0.2% | -1.9% | -1.8% |
| 30D | -12.4% | -1.7% | -10.7% | -10.4% |
| 3M | -41.2% | +4.4% | -45.6% | -45.5% |
| 6M | +25.0% | +5.0% | +20.0% | +15.9% |
| YTD | +31.3% | +15.5% | +15.8% | +4.9% |
| 1Y | +45.4% | +14.9% | +30.5% | +17.2% |
| 3Y | -27.4% | +34.5% | -61.9% | -52.8% |
| 5Y | +58.5% | +36.5% | +21.9% | +6.3% |
| All | +58.5% | +35.6% | +22.8% | +6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling