+40.9%
XLC vs ONON
-22.6%
+63.4%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.6% |
| 7D | +0.5% | -2.1% | +2.6% | +0.9% |
| 30D | +2.1% | -11.6% | +13.7% | +4.3% |
| 3M | +0.7% | -30.1% | +30.8% | +6.4% |
| 6M | -3.2% | -30.5% | +27.3% | +1.9% |
| YTD | -3.8% | -41.0% | +37.2% | +4.0% |
| 1Y | -2.0% | -36.7% | +34.7% | +4.0% |
| 3Y | +71.4% | -8.6% | +80.0% | +63.7% |
| All | +40.9% | -22.6% | +63.4% | +24.4% |
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