+198.7%
XLE vs ONON
-2.0%
+200.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.5% | +8.0% | +1.0% |
| 7D | -6.7% | -4.9% | -1.8% | -6.4% |
| 30D | -4.4% | -1.1% | -3.3% | -4.4% |
| 3M | +4.0% | -10.5% | +14.5% | +4.5% |
| 6M | +13.2% | -1.5% | +14.7% | +12.5% |
| YTD | +41.9% | -25.3% | +67.2% | +44.1% |
| 1Y | +41.6% | -0.7% | +42.4% | +39.8% |
| 3Y | +64.0% | +29.0% | +35.0% | +55.6% |
| 5Y | +158.1% | -6.7% | +164.8% | +137.7% |
| All | +198.7% | -2.0% | +200.7% | +176.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling