+47.6%
ON vs XLY
+3.2%
+44.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.3% | -6.1% | -5.4% |
| 7D | -5.8% | +6.1% | -11.9% | -10.6% |
| 30D | -17.1% | +10.8% | -27.9% | -24.2% |
| 3M | -11.8% | +3.6% | -15.5% | -14.8% |
| 6M | -30.2% | +4.4% | -34.5% | -32.7% |
| YTD | +31.6% | +3.1% | +28.5% | +24.2% |
| 1Y | +47.6% | +3.6% | +44.0% | +38.5% |
| All | +47.6% | +3.2% | +44.4% | +38.5% |
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