+19.0%
ON vs XLB
+1.1%
+17.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.4% |
| 7D | +2.4% | -1.4% | +3.8% | +4.2% |
| 30D | -3.3% | -0.4% | -2.9% | -3.2% |
| 3M | -43.6% | +2.0% | -45.5% | -44.7% |
| 6M | +19.0% | +1.8% | +17.1% | +17.4% |
| All | +19.0% | +1.1% | +17.9% | +17.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling