-27.5%
ON vs XLI
+69.4%
-96.9%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +2.5% |
| 7D | -1.9% | -0.6% | -1.3% | -0.9% |
| 30D | -11.0% | -6.9% | -4.1% | +1.0% |
| 3M | -39.3% | -1.9% | -37.4% | -36.2% |
| 6M | +19.8% | +1.0% | +18.8% | +20.6% |
| YTD | +31.1% | +11.3% | +19.7% | +11.3% |
| 1Y | +46.0% | +15.8% | +30.2% | +16.5% |
| All | -27.5% | +69.4% | -96.9% | -65.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling