+43.4%
XLK vs ON
+56.1%
-12.8%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.4% |
| 7D | +0.9% | +2.4% | -1.6% | +0.2% |
| 30D | +0.7% | -3.3% | +4.0% | +1.5% |
| 3M | -2.9% | -43.6% | +40.6% | +10.0% |
| 6M | +34.3% | +19.0% | +15.3% | +25.7% |
| YTD | +30.4% | +37.4% | -7.0% | +17.8% |
| 1Y | +43.4% | +54.8% | -11.4% | +25.7% |
| All | +43.4% | +56.1% | -12.8% | +25.7% |
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