+54.8%
ON vs XLY
-0.5%
+55.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +2.2% |
| 7D | +2.4% | -2.0% | +4.4% | +4.3% |
| 30D | -3.3% | -3.1% | -0.1% | -0.6% |
| 3M | -43.6% | -1.8% | -41.8% | -42.6% |
| 6M | +19.0% | -0.9% | +19.8% | +18.3% |
| YTD | +37.4% | -3.4% | +40.7% | +39.3% |
| 1Y | +54.8% | -1.5% | +56.3% | +52.9% |
| All | +54.8% | -0.5% | +55.2% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 1y: compounded portfolio wealth divided by compounded XLY 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…
1y analysis · Full analysis span regression · 6 months rolling