+49.6%
ON vs XLU
+42.5%
+7.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.2% | -0.7% |
| 7D | -4.7% | -1.2% | -3.5% | -4.2% |
| 30D | -13.5% | -2.5% | -10.9% | -12.5% |
| 3M | -36.3% | -2.7% | -33.6% | -35.8% |
| 6M | +17.8% | -7.5% | +25.2% | +21.4% |
| YTD | +29.6% | +0.9% | +28.6% | +27.7% |
| 1Y | +45.8% | +3.3% | +42.5% | +41.8% |
| 3Y | -28.3% | +47.3% | -75.6% | -43.5% |
| 5Y | +49.6% | +44.4% | +5.2% | +18.0% |
| All | +49.6% | +42.5% | +7.2% | +18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling