+49.9%
XLE vs ON
+41.6%
+8.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.9% | -2.9% | -4.8% |
| 7D | -7.2% | -5.8% | -1.4% | -7.3% |
| 30D | +0.1% | -17.1% | +17.2% | -0.2% |
| 3M | +9.2% | -11.8% | +21.0% | +8.9% |
| 6M | +8.4% | -30.2% | +38.5% | +8.2% |
| YTD | +44.9% | +31.6% | +13.3% | +45.0% |
| 1Y | +49.9% | +47.6% | +2.3% | +48.7% |
| All | +49.9% | +41.6% | +8.2% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 1y: compounded portfolio wealth divided by compounded ON 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…
1y analysis · Full analysis span regression · 6 months rolling