+25.8%
ON vs XME
+112.8%
-86.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.2% | +1.8% |
| 7D | +17.0% | +5.3% | +11.7% | +12.3% |
| 30D | -3.9% | -8.2% | +4.3% | +3.4% |
| 3M | -11.5% | -18.4% | +6.9% | +4.0% |
| 6M | -29.2% | -22.8% | -6.3% | -12.7% |
| YTD | +36.2% | -7.9% | +44.0% | +42.9% |
| 1Y | +49.6% | -0.9% | +50.5% | +47.5% |
| 3Y | +9.4% | +96.0% | -86.5% | -39.8% |
| 5Y | +25.8% | +110.3% | -84.5% | -34.4% |
| All | +25.8% | +112.8% | -86.9% | -34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling