+248.8%
XLF vs ON
+655.4%
-406.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.5% | -7.8% | -1.1% |
| 7D | -1.5% | +2.4% | -3.8% | -2.0% |
| 30D | -1.2% | -8.6% | +7.5% | +0.5% |
| 3M | +9.2% | -34.3% | +43.5% | +16.9% |
| 6M | +16.3% | +28.5% | -12.2% | +4.9% |
| YTD | +5.4% | +40.6% | -35.2% | -7.5% |
| 1Y | +7.6% | +55.3% | -47.7% | -8.5% |
| 3Y | +74.2% | -22.2% | +96.4% | +64.0% |
| 5Y | +66.1% | +62.4% | +3.8% | +18.4% |
| All | +248.8% | +655.4% | -406.5% | +57.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling