+452.4%
ON vs XLP
+126.4%
+326.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +1.5% |
| 7D | -11.7% | +0.7% | -12.4% | -12.4% |
| 30D | -23.3% | +10.3% | -33.5% | -29.8% |
| 3M | -19.2% | +6.5% | -25.7% | -24.2% |
| 6M | -40.1% | +8.4% | -48.5% | -46.0% |
| YTD | +16.9% | +18.2% | -1.3% | -3.3% |
| 1Y | +29.7% | +22.4% | +7.3% | +3.4% |
| 3Y | -4.4% | +41.9% | -46.3% | -35.8% |
| 5Y | +7.1% | +40.9% | -33.8% | -27.6% |
| All | +452.4% | +126.4% | +326.0% | +147.8% |
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