+47.7%
XLE vs ON
+45.4%
+2.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.6% | +4.6% | +1.0% |
| 7D | +5.4% | +12.2% | -6.8% | +5.5% |
| 30D | -3.9% | -3.1% | -0.8% | -4.0% |
| 3M | +7.0% | -12.9% | +19.9% | +6.7% |
| 6M | +14.2% | -38.6% | +52.8% | +14.0% |
| YTD | +48.2% | +31.2% | +16.9% | +46.8% |
| 1Y | +47.7% | +47.6% | 0.0% | +44.8% |
| All | +47.7% | +45.4% | +2.2% | +44.8% |
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