+21.0%
XLP vs ONON
-24.6%
+45.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.7% | +4.3% | -0.1% |
| 7D | -0.2% | -11.9% | +11.7% | +0.7% |
| 30D | +8.2% | -6.8% | +15.0% | +8.6% |
| 3M | +7.7% | +6.6% | +1.1% | +7.3% |
| 6M | +9.3% | -2.2% | +11.5% | +9.1% |
| YTD | +19.5% | -28.9% | +48.3% | +18.4% |
| 1Y | +21.0% | -20.3% | +41.3% | +18.2% |
| All | +21.0% | -24.6% | +45.6% | +18.2% |
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