+546.8%
ON vs XLP
+135.7%
+411.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.6% | +0.5% |
| 7D | +17.0% | -0.2% | +17.2% | +17.3% |
| 30D | -3.9% | +8.2% | -12.0% | -10.4% |
| 3M | -11.5% | +7.7% | -19.2% | -17.7% |
| 6M | -29.2% | +9.3% | -38.5% | -36.4% |
| YTD | +36.2% | +19.5% | +16.7% | +11.6% |
| 1Y | +49.6% | +21.0% | +28.6% | +21.0% |
| 3Y | +9.4% | +43.2% | -33.8% | -27.1% |
| 5Y | +25.8% | +42.7% | -16.9% | -15.8% |
| All | +546.8% | +135.7% | +411.0% | +169.0% |
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