+592.8%
ON vs XRT
+124.6%
+468.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.2% | -2.3% | -2.3% |
| 7D | -2.2% | -0.3% | -1.9% | -1.9% |
| 30D | -12.4% | -5.6% | -6.8% | -7.6% |
| 3M | -41.2% | +2.5% | -43.8% | -43.5% |
| 6M | +25.0% | +3.7% | +21.3% | +18.8% |
| YTD | +31.3% | +1.0% | +30.3% | +28.0% |
| 1Y | +45.4% | -1.2% | +46.6% | +45.2% |
| 3Y | -27.4% | +43.4% | -70.8% | -49.1% |
| 5Y | +58.5% | -0.7% | +59.2% | +58.9% |
| All | +592.8% | +124.6% | +468.2% | +159.9% |
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