+45.8%
ON vs XME
+37.7%
+8.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.7% | +2.6% | +1.4% |
| 7D | -4.7% | -3.0% | -1.7% | -2.8% |
| 30D | -13.5% | -2.6% | -10.9% | -12.2% |
| 3M | -36.3% | +2.2% | -38.5% | -37.6% |
| 6M | +17.8% | +0.7% | +17.1% | +16.6% |
| YTD | +29.6% | +10.9% | +18.7% | +18.6% |
| 1Y | +45.8% | +35.7% | +10.1% | +21.8% |
| All | +45.8% | +37.7% | +8.1% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 1y: compounded portfolio wealth divided by compounded XME 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…
1y analysis · Full analysis span regression · 6 months rolling