+34.0%
XLB vs ONON
-22.6%
+56.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | +0.1% |
| 7D | -2.8% | -2.1% | -0.8% | -2.6% |
| 30D | -3.1% | -11.6% | +8.5% | -1.5% |
| 3M | -0.2% | -30.1% | +29.9% | +4.3% |
| 6M | +3.1% | -30.5% | +33.6% | +7.3% |
| YTD | +13.3% | -41.0% | +54.3% | +20.5% |
| 1Y | +12.0% | -36.7% | +48.7% | +17.5% |
| 3Y | +31.4% | -8.6% | +40.0% | +27.7% |
| All | +34.0% | -22.6% | +56.6% | +21.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling