+211.9%
XLE vs ONON
-5.0%
+216.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.9% |
| 7D | +5.4% | -10.0% | +15.4% | +6.1% |
| 30D | -3.9% | -5.3% | +1.3% | -3.7% |
| 3M | +7.0% | +6.5% | +0.6% | +6.3% |
| 6M | +14.2% | -5.0% | +19.2% | +13.9% |
| YTD | +48.2% | -27.6% | +75.8% | +50.8% |
| 1Y | +47.7% | -20.7% | +68.4% | +48.9% |
| 3Y | +70.0% | +26.6% | +43.4% | +61.5% |
| 5Y | +169.1% | -9.6% | +178.7% | +148.4% |
| All | +211.9% | -5.0% | +216.9% | +189.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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