+7.2%
XLP vs ONON
-40.5%
+47.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.6% |
| 7D | -1.4% | -1.7% | +0.2% | -1.4% |
| 30D | -1.3% | -27.4% | +26.1% | -0.1% |
| 3M | +1.8% | -26.5% | +28.4% | +2.9% |
| 6M | -0.8% | -34.2% | +33.4% | -0.1% |
| YTD | +9.5% | -41.3% | +50.9% | +10.2% |
| 1Y | +7.2% | -39.7% | +46.8% | +7.9% |
| All | +7.2% | -40.5% | +47.7% | +7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling