+56.9%
ON vs XLI
+80.3%
-23.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -36.3% |
| 6M | +19.8% | +1.0% | +18.8% | +20.5% |
| YTD | +31.1% | +11.3% | +19.7% | +11.1% |
| 1Y | +46.0% | +15.8% | +30.2% | +16.3% |
| 3Y | -27.5% | +69.8% | -97.3% | -69.5% |
| 5Y | +56.9% | +80.9% | -24.0% | -36.7% |
| All | +56.9% | +80.3% | -23.4% | -36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling