+572.1%
ON vs XLI
+256.6%
+315.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.1% |
| 7D | -4.7% | -2.3% | -2.4% | -1.3% |
| 30D | -13.5% | -8.2% | -5.3% | -1.6% |
| 3M | -36.3% | +0.8% | -37.1% | -36.2% |
| 6M | +17.8% | +0.8% | +16.9% | +19.0% |
| YTD | +29.6% | +10.5% | +19.1% | +14.1% |
| 1Y | +45.8% | +14.1% | +31.7% | +23.2% |
| 3Y | -28.3% | +68.6% | -96.9% | -64.7% |
| 5Y | +49.6% | +80.4% | -30.7% | -29.6% |
| All | +572.1% | +256.6% | +315.6% | +60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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