+196.2%
ON vs XLU
+663.8%
-467.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.9% | -5.3% | -5.0% |
| 7D | -2.2% | +2.1% | -4.3% | -3.6% |
| 30D | -12.4% | -0.4% | -12.1% | -12.3% |
| 3M | -41.2% | +0.5% | -41.7% | -41.8% |
| 6M | +25.0% | -5.8% | +30.8% | +29.1% |
| YTD | +31.3% | +3.1% | +28.1% | +27.0% |
| 1Y | +45.4% | +8.1% | +37.3% | +35.7% |
| 3Y | -27.4% | +50.5% | -77.9% | -47.8% |
| 5Y | +58.5% | +44.7% | +13.8% | +15.7% |
| 10Y | +561.8% | +136.8% | +425.0% | +219.0% |
| All | +196.2% | +663.8% | -467.7% | -44.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling