+25.0%
XLB vs ONON
+3.9%
+21.2%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.8% | -0.1% | -2.6% |
| 7D | -0.4% | +14.5% | -14.8% | -1.8% |
| 30D | +5.2% | +13.3% | -8.1% | +3.8% |
| 3M | -0.1% | -1.7% | +1.6% | -0.5% |
| 6M | +2.4% | +8.5% | -6.1% | +0.7% |
| YTD | +16.9% | -19.2% | +36.1% | +17.7% |
| 1Y | +25.0% | +4.0% | +21.0% | +23.5% |
| All | +25.0% | +3.9% | +21.2% | +23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling