+823.4%
XLK vs ON
+185.3%
+638.0%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +2.3% | -1.9% | +4.2% | +2.7% |
| 30D | +0.8% | -11.0% | +11.9% | +3.4% |
| 3M | +4.1% | -39.3% | +43.4% | +14.8% |
| 6M | +34.8% | +19.8% | +14.9% | +26.8% |
| YTD | +30.8% | +31.1% | -0.3% | +20.2% |
| 1Y | +42.4% | +46.0% | -3.6% | +27.1% |
| 3Y | +121.8% | -27.5% | +149.3% | +120.3% |
| 5Y | +146.6% | +56.9% | +89.7% | +102.7% |
| 10Y | +804.3% | +591.8% | +212.4% | +419.0% |
| All | +823.4% | +185.3% | +638.0% | +324.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling