+788.5%
XLK vs ON
+655.4%
+133.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.5% | -7.2% | -1.4% |
| 7D | +0.2% | +2.4% | -2.2% | -0.7% |
| 30D | -0.6% | -8.6% | +8.0% | +2.0% |
| 3M | +2.6% | -34.3% | +36.9% | +14.6% |
| 6M | +34.0% | +28.5% | +5.4% | +19.1% |
| YTD | +30.7% | +40.6% | -9.9% | +12.1% |
| 1Y | +39.2% | +55.3% | -16.1% | +14.6% |
| 3Y | +120.4% | -22.2% | +142.6% | +110.4% |
| 5Y | +148.8% | +62.4% | +86.4% | +76.6% |
| All | +788.5% | +655.4% | +133.1% | +276.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling