+146.9%
XLK vs ONON
-22.6%
+169.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +0.9% |
| 7D | +0.2% | -2.1% | +2.3% | +0.6% |
| 30D | -0.6% | -11.6% | +11.0% | +1.9% |
| 3M | +2.6% | -30.1% | +32.7% | +9.3% |
| 6M | +34.0% | -30.5% | +64.5% | +42.2% |
| YTD | +30.7% | -41.0% | +71.7% | +43.3% |
| 1Y | +39.2% | -36.7% | +75.9% | +49.4% |
| 3Y | +120.4% | -8.6% | +129.0% | +111.9% |
| All | +146.9% | -22.6% | +169.4% | +118.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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