+43.7%
XLP vs ONON
+5.5%
+38.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.3% |
| 7D | +0.7% | +10.6% | -9.9% | +0.2% |
| 30D | +10.3% | +12.5% | -2.2% | +9.5% |
| 3M | +6.5% | +0.1% | +6.5% | +6.3% |
| 6M | +8.4% | +3.6% | +4.8% | +7.8% |
| YTD | +18.2% | -19.6% | +37.8% | +18.8% |
| 1Y | +22.4% | +5.2% | +17.2% | +21.2% |
| 3Y | +41.9% | +33.1% | +8.8% | +36.7% |
| 5Y | +40.9% | -4.7% | +45.5% | +31.7% |
| All | +43.7% | +5.5% | +38.2% | +34.0% |
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