+1,139.7%
ON vs XME
+242.3%
+897.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +2.4% | -0.1% | +2.5% | +2.4% |
| 30D | -3.3% | +6.0% | -9.3% | -7.3% |
| 3M | -43.6% | -7.7% | -35.8% | -40.3% |
| 6M | +19.0% | +1.0% | +18.0% | +18.6% |
| YTD | +37.4% | +14.6% | +22.7% | +24.5% |
| 1Y | +54.8% | +46.0% | +8.8% | +18.7% |
| 3Y | -25.2% | +127.0% | -152.2% | -56.9% |
| 5Y | +62.7% | +175.8% | -113.1% | -18.1% |
| 10Y | +574.3% | +414.6% | +159.7% | +125.2% |
| All | +1,139.7% | +242.3% | +897.3% | +347.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling