+9.1%
XLF vs ONON
-37.3%
+46.5%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.7% |
| 7D | 0.0% | -3.0% | +3.0% | +0.3% |
| 30D | +0.2% | -26.7% | +26.9% | +2.9% |
| 3M | +11.7% | -25.3% | +37.0% | +14.3% |
| 6M | +13.8% | -35.3% | +49.0% | +18.0% |
| YTD | +7.0% | -39.8% | +46.8% | +12.0% |
| 1Y | +9.1% | -39.2% | +48.4% | +14.7% |
| All | +9.1% | -37.3% | +46.5% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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