+535.7%
ON vs XLP
+129.0%
+406.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.6% | +0.6% |
| 7D | -4.1% | +2.3% | -6.5% | -5.9% |
| 30D | -10.2% | +9.1% | -19.3% | -17.0% |
| 3M | -12.7% | +7.9% | -20.6% | -18.9% |
| 6M | -32.5% | +9.6% | -42.2% | -39.7% |
| YTD | +28.6% | +19.4% | +9.1% | +5.4% |
| 1Y | +43.4% | +22.4% | +21.0% | +14.6% |
| 3Y | +3.3% | +43.2% | -39.9% | -31.2% |
| 5Y | +22.5% | +42.6% | -20.1% | -18.0% |
| 10Y | +535.7% | +135.4% | +400.3% | +168.3% |
| All | +535.7% | +129.0% | +406.7% | +168.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 10y: compounded portfolio wealth divided by compounded XLP 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…
10y analysis · Full analysis span regression · 6 months rolling