+117.5%
XLK vs ON
-29.2%
+146.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.1% |
| 7D | -0.4% | -4.7% | +4.3% | +0.9% |
| 30D | -0.5% | -13.5% | +13.0% | +3.4% |
| 3M | +5.0% | -36.3% | +41.3% | +16.3% |
| 6M | +32.9% | +17.8% | +15.1% | +23.8% |
| YTD | +29.0% | +29.6% | -0.6% | +16.5% |
| 1Y | +37.8% | +45.8% | -7.9% | +19.8% |
| All | +117.5% | -29.2% | +146.8% | +108.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling