+39.5%
XLC vs ONON
-24.2%
+63.6%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -1.7% | -5.3% | +3.7% | -0.7% |
| 30D | +0.2% | -13.1% | +13.3% | +2.7% |
| 3M | +0.7% | -29.3% | +30.0% | +6.2% |
| 6M | -4.5% | -34.5% | +30.1% | +1.7% |
| YTD | -4.7% | -42.2% | +37.5% | +3.4% |
| 1Y | -1.5% | -37.3% | +35.8% | +4.8% |
| 3Y | +72.2% | -9.3% | +81.5% | +64.7% |
| All | +39.5% | -24.2% | +63.6% | +23.6% |
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