+34.1%
XLP vs ONON
-20.9%
+55.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.7% |
| 7D | -1.0% | -3.0% | +2.0% | -0.9% |
| 30D | -0.9% | -26.7% | +25.8% | +0.6% |
| 3M | +3.8% | -25.3% | +29.1% | +5.2% |
| 6M | -1.7% | -35.3% | +33.5% | +0.1% |
| YTD | +10.3% | -39.8% | +50.0% | +12.6% |
| 1Y | +7.8% | -39.2% | +47.0% | +9.9% |
| 3Y | +27.2% | -4.2% | +31.4% | +24.7% |
| All | +34.1% | -20.9% | +55.0% | +27.0% |
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