+726.2%
XLV vs ON
+206.1%
+520.1%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.5% | -8.7% | -1.0% |
| 7D | -3.6% | +2.4% | -5.9% | -3.8% |
| 30D | -1.8% | -8.6% | +6.8% | -1.0% |
| 3M | +7.8% | -34.3% | +42.1% | +11.3% |
| 6M | +9.1% | +28.5% | -19.4% | +4.3% |
| YTD | +7.7% | +40.6% | -32.9% | +1.8% |
| 1Y | +20.4% | +55.3% | -34.9% | +12.2% |
| 3Y | +30.8% | -22.2% | +53.0% | +27.2% |
| 5Y | +34.6% | +62.4% | -27.7% | +18.1% |
| 10Y | +173.4% | +642.1% | -468.7% | +96.5% |
| All | +726.2% | +206.1% | +520.1% | +423.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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