+412.0%
XLF vs ON
+185.7%
+226.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.6% | +4.4% | +1.5% |
| 7D | +2.7% | +12.2% | -9.6% | +0.4% |
| 30D | +7.6% | -3.1% | +10.8% | +7.8% |
| 3M | +1.1% | -12.9% | +14.0% | +2.7% |
| 6M | +15.9% | -38.6% | +54.5% | +22.9% |
| YTD | +8.4% | +31.2% | -22.8% | -1.3% |
| 1Y | +12.5% | +47.6% | -35.1% | 0.0% |
| 3Y | +81.6% | +6.6% | +74.9% | +63.3% |
| 5Y | +59.3% | +21.3% | +38.0% | +33.8% |
| 10Y | +225.4% | +533.3% | -307.9% | +89.0% |
| All | +412.0% | +185.7% | +226.3% | +153.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling