+64.4%
XLF vs ONON
-24.2%
+88.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.2% |
| 7D | -1.0% | -3.5% | +2.4% | -0.6% |
| 30D | -1.3% | -30.8% | +29.5% | +3.1% |
| 3M | +9.1% | -29.8% | +39.0% | +13.6% |
| 6M | +14.4% | -34.8% | +49.2% | +19.8% |
| YTD | +5.1% | -42.3% | +47.3% | +11.8% |
| 1Y | +8.6% | -39.5% | +48.2% | +14.4% |
| 3Y | +74.4% | -9.3% | +83.7% | +69.7% |
| All | +64.4% | -24.2% | +88.5% | +51.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling