+28.6%
XLB vs ONON
-10.9%
+39.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.5% |
| 7D | +0.5% | -10.0% | +10.5% | +2.0% |
| 30D | +5.2% | -5.3% | +10.4% | +5.8% |
| 3M | +0.3% | +6.5% | -6.2% | -0.8% |
| 6M | +1.2% | -5.0% | +6.1% | +1.0% |
| YTD | +16.6% | -27.6% | +44.3% | +20.5% |
| 1Y | +21.4% | -20.7% | +42.1% | +23.7% |
| 3Y | +43.2% | +26.6% | +16.6% | +32.4% |
| All | +28.6% | -10.9% | +39.5% | +11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling