-24.5%
ON vs XRT
+45.1%
-69.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | 0.0% |
| 7D | +2.4% | +0.8% | +1.6% | +1.6% |
| 30D | -3.3% | -4.2% | +0.9% | +0.7% |
| 3M | -43.6% | +5.1% | -48.7% | -47.5% |
| 6M | +19.0% | +2.4% | +16.5% | +13.7% |
| YTD | +37.4% | +3.2% | +34.2% | +29.6% |
| 1Y | +54.8% | +1.5% | +53.2% | +49.0% |
| All | -24.5% | +45.1% | -69.6% | -50.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling