+18.7%
ON vs XLC
+38.9%
-20.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +2.5% | +6.7% | +6.2% |
| 7D | -1.4% | +7.1% | -8.5% | -9.0% |
| 30D | -10.9% | -2.7% | -8.1% | -7.9% |
| 3M | -14.9% | -3.2% | -11.7% | -12.4% |
| 6M | -33.0% | -7.7% | -25.4% | -27.9% |
| YTD | +27.6% | -8.0% | +35.6% | +37.3% |
| 1Y | +44.5% | -3.1% | +47.5% | +45.0% |
| 3Y | +7.4% | +64.9% | -57.5% | -44.4% |
| 5Y | +18.7% | +39.5% | -20.8% | -24.0% |
| All | +18.7% | +38.9% | -20.1% | -24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling