+162.5%
ON vs XLP
+664.7%
-502.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -0.8% | -10.8% | -10.9% |
| 7D | -16.3% | +3.5% | -19.7% | -19.1% |
| 30D | -27.0% | +11.6% | -38.5% | -34.7% |
| 3M | -18.1% | +7.6% | -25.7% | -24.5% |
| 6M | -38.6% | +10.0% | -48.7% | -46.0% |
| YTD | +16.4% | +19.7% | -3.4% | -6.1% |
| 1Y | +25.8% | +23.5% | +2.4% | -1.7% |
| 3Y | -7.7% | +44.0% | -51.6% | -39.1% |
| 5Y | +6.6% | +42.7% | -36.1% | -29.1% |
| 10Y | +444.6% | +131.3% | +313.3% | +126.9% |
| All | +162.5% | +664.7% | -502.2% | -52.8% |
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 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