+17.2%
XLI vs ONON
-37.3%
+54.5%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.5% |
| 7D | -1.1% | -3.0% | +1.9% | -0.7% |
| 30D | -5.9% | -26.7% | +20.8% | -3.2% |
| 3M | -0.3% | -25.3% | +25.0% | +2.1% |
| 6M | +0.1% | -35.3% | +35.4% | +3.2% |
| YTD | +13.6% | -39.8% | +53.4% | +17.7% |
| 1Y | +17.2% | -39.2% | +56.4% | +22.7% |
| All | +17.2% | -37.3% | +54.5% | +22.7% |
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