+170.7%
XLE vs ON
+552.1%
-381.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.4% | +5.5% | +2.1% |
| 7D | 0.0% | -2.2% | +2.2% | +0.4% |
| 30D | +12.6% | -12.4% | +25.1% | +15.8% |
| 3M | +11.8% | -41.2% | +53.0% | +23.1% |
| 6M | +16.1% | +25.0% | -8.9% | +4.2% |
| YTD | +46.9% | +31.3% | +15.6% | +29.4% |
| 1Y | +53.3% | +45.4% | +7.8% | +30.3% |
| 3Y | +54.9% | -27.4% | +82.3% | +47.0% |
| 5Y | +225.7% | +58.5% | +167.2% | +118.1% |
| 10Y | +170.7% | +561.8% | -391.2% | +6.5% |
| All | +170.7% | +552.1% | -381.4% | +6.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling