+82.1%
XLI vs ONON
-22.6%
+104.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +0.8% |
| 7D | -1.7% | -2.1% | +0.4% | -1.4% |
| 30D | -7.3% | -11.6% | +4.3% | -5.8% |
| 3M | -1.3% | -30.1% | +28.7% | +2.8% |
| 6M | +2.2% | -30.5% | +32.7% | +6.3% |
| YTD | +11.7% | -41.0% | +52.7% | +18.5% |
| 1Y | +14.3% | -36.7% | +51.0% | +19.6% |
| 3Y | +70.3% | -8.6% | +78.9% | +66.3% |
| All | +82.1% | -22.6% | +104.6% | +68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling