+58.3%
XLE vs ONON
-10.5%
+68.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +0.9% |
| 7D | +0.3% | -3.5% | +3.8% | +0.5% |
| 30D | +8.5% | -30.8% | +39.3% | +10.3% |
| 3M | +14.6% | -29.8% | +44.5% | +16.3% |
| 6M | +17.6% | -34.8% | +52.4% | +19.9% |
| YTD | +48.1% | -42.3% | +90.3% | +52.5% |
| 1Y | +53.8% | -39.5% | +93.3% | +57.5% |
| All | +58.3% | -10.5% | +68.8% | +57.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling