+210.9%
XLE vs ONON
-22.6%
+233.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | +0.2% |
| 7D | +1.7% | -2.1% | +3.8% | +1.8% |
| 30D | +6.7% | -11.6% | +18.3% | +7.7% |
| 3M | +14.9% | -30.1% | +45.0% | +17.5% |
| 6M | +15.9% | -30.5% | +46.4% | +18.3% |
| YTD | +47.7% | -41.0% | +88.7% | +52.8% |
| 1Y | +50.7% | -36.7% | +87.4% | +54.5% |
| 3Y | +57.9% | -8.6% | +66.5% | +54.0% |
| All | +210.9% | -22.6% | +233.5% | +193.4% |
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