+209.9%
ON vs XLI
+833.7%
-623.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.4% |
| 7D | +2.4% | -1.1% | +3.5% | +3.9% |
| 30D | -3.3% | -5.9% | +2.7% | +5.1% |
| 3M | -43.6% | -0.3% | -43.3% | -42.6% |
| 6M | +19.0% | +0.1% | +18.8% | +21.6% |
| YTD | +37.4% | +13.6% | +23.8% | +18.4% |
| 1Y | +54.8% | +17.2% | +37.6% | +28.7% |
| 3Y | -25.2% | +68.2% | -93.4% | -60.1% |
| 5Y | +62.7% | +80.7% | -18.0% | -16.8% |
| 10Y | +574.3% | +253.3% | +321.1% | +57.8% |
| All | +209.9% | +833.7% | -623.7% | -71.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling