+523.3%
ON vs XRT
+136.4%
+387.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -4.0% |
| 7D | +12.2% | +1.7% | +10.5% | +10.5% |
| 30D | -3.1% | +7.5% | -10.6% | -10.3% |
| 3M | -12.9% | +2.2% | -15.1% | -15.6% |
| 6M | -38.6% | +14.7% | -53.2% | -47.5% |
| YTD | +31.2% | +7.5% | +23.7% | +19.4% |
| 1Y | +47.6% | +14.1% | +33.5% | +26.4% |
| 3Y | +6.6% | +58.8% | -52.2% | -32.9% |
| 5Y | +21.3% | -3.9% | +25.2% | +24.1% |
| All | +523.3% | +136.4% | +387.0% | +112.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 10y: compounded portfolio wealth divided by compounded XRT 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…
10y analysis · Full analysis span regression · 6 months rolling