+629.3%
ON vs XLU
+140.5%
+488.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.3% | +8.8% | +8.7% |
| 7D | +2.4% | -1.6% | +4.0% | +3.2% |
| 30D | -8.6% | -3.3% | -5.3% | -7.0% |
| 3M | -34.3% | -3.2% | -31.2% | -33.5% |
| 6M | +28.5% | -7.0% | +35.5% | +32.7% |
| YTD | +40.6% | +0.6% | +40.0% | +38.9% |
| 1Y | +55.3% | +2.4% | +52.9% | +51.7% |
| 3Y | -22.2% | +46.3% | -68.4% | -39.0% |
| 5Y | +62.4% | +44.0% | +18.4% | +27.8% |
| All | +629.3% | +140.5% | +488.8% | +406.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 XLU 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