+47.6%
ON vs XLI
+10.6%
+37.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -2.9% |
| 7D | +12.2% | +3.8% | +8.5% | +4.9% |
| 30D | -3.1% | +1.0% | -4.2% | -4.2% |
| 3M | -12.9% | -8.9% | -4.0% | +4.5% |
| 6M | -38.6% | -2.3% | -36.3% | -33.1% |
| YTD | +31.2% | +9.7% | +21.6% | +18.1% |
| 1Y | +47.6% | +12.3% | +35.3% | +27.9% |
| All | +47.6% | +10.6% | +37.0% | +27.9% |
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