+209.9%
ON vs XLP
+604.2%
-394.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.7% |
| 7D | +2.4% | -1.0% | +3.5% | +3.4% |
| 30D | -3.3% | -0.9% | -2.4% | -2.9% |
| 3M | -43.6% | +3.8% | -47.4% | -47.0% |
| 6M | +19.0% | -1.7% | +20.7% | +17.7% |
| YTD | +37.4% | +10.3% | +27.1% | +20.9% |
| 1Y | +54.8% | +7.8% | +47.0% | +38.5% |
| 3Y | -25.2% | +27.2% | -52.4% | -44.1% |
| 5Y | +62.7% | +32.5% | +30.2% | +17.1% |
| 10Y | +574.3% | +101.8% | +472.5% | +223.5% |
| All | +209.9% | +604.2% | -394.3% | -39.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling