+200.4%
ON vs XLC
+143.7%
+56.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +2.5% |
| 7D | +2.4% | -0.8% | +3.3% | +3.5% |
| 30D | -3.3% | +1.0% | -4.3% | -5.1% |
| 3M | -43.6% | -0.7% | -42.9% | -44.2% |
| 6M | +19.0% | -5.1% | +24.1% | +25.0% |
| YTD | +37.4% | -4.3% | +41.6% | +41.6% |
| 1Y | +54.8% | -0.6% | +55.3% | +51.7% |
| 3Y | -25.2% | +72.7% | -97.9% | -64.5% |
| 5Y | +62.7% | +38.0% | +24.7% | +7.6% |
| All | +200.4% | +143.7% | +56.7% | -13.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling