+21.0%
XBI vs ONON
-24.2%
+45.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -4.6% | -5.3% | +0.7% | -3.4% |
| 30D | -0.8% | -13.1% | +12.3% | +2.4% |
| 3M | +21.8% | -29.3% | +51.2% | +30.2% |
| 6M | +23.2% | -34.5% | +57.7% | +33.3% |
| YTD | +28.7% | -42.2% | +71.0% | +42.9% |
| 1Y | +67.8% | -37.3% | +105.1% | +81.0% |
| 3Y | +100.6% | -9.3% | +109.9% | +85.9% |
| All | +21.0% | -24.2% | +45.1% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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