+28.0%
XLY vs ONON
-22.6%
+50.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.4% |
| 7D | -1.7% | -2.1% | +0.4% | -1.2% |
| 30D | -4.2% | -11.6% | +7.4% | -1.5% |
| 3M | -2.7% | -30.1% | +27.4% | +4.7% |
| 6M | -0.6% | -30.5% | +29.9% | +6.4% |
| YTD | -5.0% | -41.0% | +36.0% | +5.5% |
| 1Y | -4.1% | -36.7% | +32.6% | +3.9% |
| 3Y | +33.6% | -8.6% | +42.2% | +26.9% |
| All | +28.0% | -22.6% | +50.6% | +10.7% |
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