+44.8%
XLP vs ONON
+24.8%
+20.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +1.3% |
| 7D | +2.5% | -10.0% | +12.5% | +3.0% |
| 30D | +7.3% | -5.3% | +12.6% | +7.5% |
| 3M | +8.1% | +6.5% | +1.6% | +7.7% |
| 6M | +10.5% | -5.0% | +15.5% | +10.4% |
| YTD | +21.2% | -27.6% | +48.8% | +21.9% |
| 1Y | +22.7% | -20.7% | +43.4% | +23.0% |
| 3Y | +44.8% | +26.6% | +18.2% | +42.6% |
| All | +44.8% | +24.8% | +20.0% | +42.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling