+34.6%
XLV vs ONON
-22.6%
+57.2%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.3% |
| 7D | -3.6% | -2.1% | -1.5% | -3.4% |
| 30D | -1.8% | -11.6% | +9.8% | -0.9% |
| 3M | +7.8% | -30.1% | +37.9% | +10.3% |
| 6M | +9.1% | -30.5% | +39.6% | +11.5% |
| YTD | +7.7% | -41.0% | +48.8% | +11.3% |
| 1Y | +20.4% | -36.7% | +57.1% | +23.4% |
| 3Y | +30.8% | -8.6% | +39.4% | +27.9% |
| All | +34.6% | -22.6% | +57.2% | +25.7% |
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