+28.3%
XLB vs ONON
-11.9%
+40.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.7% | +3.4% | -0.6% |
| 7D | 0.0% | -11.9% | +11.9% | +1.8% |
| 30D | +5.3% | -6.8% | +12.1% | +6.2% |
| 3M | 0.0% | +6.6% | -6.6% | -1.2% |
| 6M | +1.2% | -2.2% | +3.5% | +0.6% |
| YTD | +16.9% | -28.9% | +45.7% | +21.1% |
| 1Y | +20.9% | -20.3% | +41.2% | +23.1% |
| 3Y | +43.3% | +22.9% | +20.4% | +33.1% |
| 5Y | +28.3% | -11.1% | +39.4% | +11.6% |
| All | +28.3% | -11.9% | +40.2% | +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