+762.2%
XLE vs ON
+199.0%
+563.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.0% |
| 7D | +2.2% | +2.4% | -0.2% | +1.8% |
| 30D | +11.8% | -3.3% | +15.1% | +12.2% |
| 3M | +9.8% | -43.6% | +53.4% | +18.1% |
| 6M | +15.6% | +19.0% | -3.4% | +9.2% |
| YTD | +45.3% | +37.4% | +7.9% | +33.7% |
| 1Y | +48.3% | +54.8% | -6.5% | +33.1% |
| 3Y | +55.4% | -25.2% | +80.6% | +50.2% |
| 5Y | +216.1% | +62.7% | +153.4% | +159.2% |
| 10Y | +178.4% | +574.3% | -395.9% | +76.9% |
| All | +762.2% | +199.0% | +563.2% | +359.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling