+9.5%
XLE vs ON
-38.3%
+47.8%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | -12.0% | -11.7% | -0.3% | -12.1% |
| 30D | -2.7% | -23.3% | +20.5% | -3.1% |
| 3M | +6.6% | -19.2% | +25.8% | +6.3% |
| 6M | +9.5% | -40.1% | +49.7% | +10.0% |
| All | +9.5% | -38.3% | +47.8% | +10.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling