+523.3%
ON vs XLP
+139.1%
+384.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.4% | -5.0% | -4.8% |
| 7D | +12.2% | +2.5% | +9.7% | +10.0% |
| 30D | -3.1% | +7.3% | -10.4% | -9.1% |
| 3M | -12.9% | +8.1% | -21.0% | -19.1% |
| 6M | -38.6% | +10.5% | -49.1% | -45.4% |
| YTD | +31.2% | +21.2% | +10.1% | +6.3% |
| 1Y | +47.6% | +22.7% | +24.9% | +18.0% |
| 3Y | +6.6% | +44.8% | -38.2% | -29.6% |
| 5Y | +21.3% | +44.7% | -23.5% | -19.8% |
| All | +523.3% | +139.1% | +384.3% | +156.2% |
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