+45.8%
ON vs XLI
+14.8%
+31.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | +0.2% |
| 7D | -4.7% | -2.3% | -2.4% | -0.6% |
| 30D | -13.5% | -8.2% | -5.3% | +1.5% |
| 3M | -36.3% | +0.8% | -37.1% | -35.5% |
| 6M | +17.8% | +0.8% | +16.9% | +18.9% |
| YTD | +29.6% | +10.5% | +19.1% | +9.1% |
| 1Y | +45.8% | +14.1% | +31.7% | +13.9% |
| All | +45.8% | +14.8% | +31.0% | +13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling