+62.8%
XLE vs ONON
+28.8%
+34.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.5% | +8.0% | +0.7% |
| 7D | -6.7% | -4.9% | -1.8% | -6.6% |
| 30D | -4.4% | -1.1% | -3.3% | -4.4% |
| 3M | +4.0% | -10.5% | +14.5% | +4.3% |
| 6M | +13.2% | -1.5% | +14.7% | +12.7% |
| YTD | +41.9% | -25.3% | +67.2% | +44.3% |
| 1Y | +41.6% | -0.7% | +42.4% | +40.0% |
| All | +62.8% | +28.8% | +34.0% | +59.2% |
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