+20.7%
XLK vs ON
+41.6%
-20.9%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.5% |
| 7D | -7.6% | -5.8% | -1.8% | -6.1% |
| 30D | -12.2% | -17.1% | +4.9% | -7.9% |
| 3M | -5.5% | -11.8% | +6.4% | -2.9% |
| 6M | +9.2% | -30.2% | +39.4% | +17.1% |
| YTD | +23.0% | +31.6% | -8.5% | +11.8% |
| 1Y | +20.7% | +47.6% | -26.8% | +6.4% |
| All | +20.7% | +41.6% | -20.9% | +6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling