+734.3%
XLE vs ON
+154.5%
+579.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -12.0% | -11.7% | -0.3% | -10.4% |
| 30D | -2.7% | -23.3% | +20.5% | +1.0% |
| 3M | +6.6% | -19.2% | +25.8% | +9.4% |
| 6M | +9.5% | -40.1% | +49.7% | +15.5% |
| YTD | +40.6% | +16.9% | +23.6% | +31.9% |
| 1Y | +43.6% | +29.7% | +13.9% | +32.2% |
| 3Y | +58.1% | -4.4% | +62.5% | +46.8% |
| 5Y | +152.2% | +7.1% | +145.1% | +120.5% |
| 10Y | +172.9% | +447.2% | -274.2% | +78.0% |
| All | +734.3% | +154.5% | +579.8% | +353.3% |
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