+148.7%
XLK vs ON
+60.9%
+87.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.5% | -7.2% | -1.3% |
| 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% | +14.4% |
| 6M | +34.0% | +28.5% | +5.4% | +19.0% |
| YTD | +30.7% | +40.6% | -9.9% | +12.0% |
| 1Y | +39.2% | +55.3% | -16.1% | +14.5% |
| 3Y | +120.4% | -22.2% | +142.6% | +111.0% |
| All | +148.7% | +60.9% | +87.9% | +81.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling