+516.0%
ON vs XLP
+130.4%
+385.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.9% | +8.3% | +8.4% |
| 7D | -1.4% | +0.1% | -1.5% | -1.6% |
| 30D | -10.9% | +8.9% | -19.8% | -17.5% |
| 3M | -14.9% | +7.5% | -22.3% | -20.7% |
| 6M | -33.0% | +9.4% | -42.5% | -40.0% |
| YTD | +27.6% | +19.3% | +8.4% | +4.8% |
| 1Y | +44.5% | +21.7% | +22.8% | +16.1% |
| 3Y | +7.4% | +44.0% | -36.6% | -28.9% |
| 5Y | +18.7% | +42.8% | -24.0% | -20.6% |
| 10Y | +516.0% | +128.8% | +387.2% | +170.6% |
| All | +516.0% | +130.4% | +385.6% | +170.6% |
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