+9.1%
XLF vs ON
+56.1%
-47.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -0.8% |
| 7D | 0.0% | +2.4% | -2.4% | -0.1% |
| 30D | +0.2% | -3.3% | +3.5% | +0.2% |
| 3M | +11.7% | -43.6% | +55.3% | +13.7% |
| 6M | +13.8% | +19.0% | -5.2% | +7.3% |
| YTD | +7.0% | +37.4% | -30.4% | -0.8% |
| 1Y | +9.1% | +54.8% | -45.6% | -0.1% |
| All | +9.1% | +56.1% | -47.0% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 1y: compounded portfolio wealth divided by compounded ON 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…
1y analysis · Full analysis span regression · 6 months rolling