+205.8%
XLE vs ONON
-20.9%
+226.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.8% |
| 7D | +2.2% | -3.0% | +5.2% | +2.4% |
| 30D | +11.8% | -26.7% | +38.5% | +14.1% |
| 3M | +9.8% | -25.3% | +35.1% | +11.7% |
| 6M | +15.6% | -35.3% | +50.8% | +18.7% |
| YTD | +45.3% | -39.8% | +85.0% | +50.0% |
| 1Y | +48.3% | -39.2% | +87.5% | +52.7% |
| 3Y | +55.4% | -4.2% | +59.7% | +51.0% |
| All | +205.8% | -20.9% | +226.7% | +188.1% |
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 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