+629.3%
ON vs XLY
+220.9%
+408.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.9% | +7.6% | +7.2% |
| 7D | +2.4% | -1.7% | +4.1% | +5.0% |
| 30D | -8.6% | -4.2% | -4.4% | -3.2% |
| 3M | -34.3% | -2.7% | -31.7% | -32.8% |
| 6M | +28.5% | -0.6% | +29.2% | +27.9% |
| YTD | +40.6% | -5.0% | +45.6% | +48.8% |
| 1Y | +55.3% | -4.1% | +59.4% | +62.3% |
| 3Y | -22.2% | +33.6% | -55.8% | -49.1% |
| 5Y | +62.4% | +28.7% | +33.7% | +15.9% |
| All | +629.3% | +220.9% | +408.4% | +50.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling