+186.7%
ON vs XLC
+141.1%
+45.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.7% |
| 7D | -1.9% | -1.4% | -0.5% | -0.1% |
| 30D | -11.0% | -0.9% | -10.1% | -10.5% |
| 3M | -39.3% | -0.3% | -39.0% | -40.4% |
| 6M | +19.8% | -5.2% | +25.0% | +25.9% |
| YTD | +31.1% | -5.3% | +36.4% | +37.0% |
| 1Y | +46.0% | -2.8% | +48.8% | +47.5% |
| 3Y | -27.5% | +71.2% | -98.7% | -65.2% |
| 5Y | +56.9% | +37.6% | +19.3% | +4.1% |
| All | +186.7% | +141.1% | +45.5% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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