+65.0%
XLF vs ON
+51.2%
+13.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.2% |
| 7D | -2.9% | -4.7% | +1.8% | -2.2% |
| 30D | -1.6% | -13.5% | +11.9% | +0.3% |
| 3M | +9.3% | -36.3% | +45.6% | +14.8% |
| 6M | +14.6% | +17.8% | -3.2% | +7.5% |
| YTD | +4.7% | +29.6% | -24.9% | -3.7% |
| 1Y | +8.6% | +45.8% | -37.2% | -2.7% |
| 3Y | +73.9% | -28.3% | +102.2% | +68.4% |
| 5Y | +65.0% | +49.6% | +15.4% | +32.5% |
| All | +65.0% | +51.2% | +13.8% | +32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling