+398.2%
XLF vs ON
+185.7%
+212.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.4% | +3.1% | -0.6% |
| 7D | +0.2% | -2.2% | +2.3% | +0.6% |
| 30D | -0.5% | -12.4% | +11.9% | +1.8% |
| 3M | +10.6% | -41.2% | +51.8% | +19.7% |
| 6M | +14.3% | +25.0% | -10.7% | +6.2% |
| YTD | +5.5% | +31.3% | -25.7% | -3.2% |
| 1Y | +9.6% | +45.4% | -35.9% | -2.0% |
| 3Y | +75.2% | -27.4% | +102.6% | +69.4% |
| 5Y | +65.5% | +58.5% | +7.0% | +32.7% |
| 10Y | +246.4% | +561.8% | -315.4% | +100.9% |
| All | +398.2% | +185.7% | +212.4% | +148.8% |
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