+181.1%
ON vs XLC
+135.2%
+45.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.4% | +0.2% |
| 7D | -4.1% | +6.2% | -10.3% | -11.2% |
| 30D | -10.2% | -2.4% | -7.8% | -7.4% |
| 3M | -12.7% | -3.3% | -9.4% | -9.9% |
| 6M | -32.5% | -7.3% | -25.2% | -27.7% |
| YTD | +28.6% | -7.6% | +36.2% | +37.9% |
| 1Y | +43.4% | -3.7% | +47.1% | +45.3% |
| 3Y | +3.3% | +62.9% | -59.6% | -47.1% |
| 5Y | +22.5% | +41.6% | -19.1% | -22.6% |
| All | +181.1% | +135.2% | +45.9% | -15.7% |
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