+955.2%
ON vs XRT
+529.0%
+426.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +2.1% |
| 7D | -11.7% | +0.9% | -12.5% | -12.7% |
| 30D | -23.3% | +7.9% | -31.2% | -29.2% |
| 3M | -19.2% | -0.2% | -19.0% | -20.0% |
| 6M | -40.1% | +5.6% | -45.7% | -44.5% |
| YTD | +16.9% | +5.7% | +11.2% | +8.4% |
| 1Y | +29.7% | +14.6% | +15.1% | +11.2% |
| 3Y | -4.4% | +50.7% | -55.1% | -35.6% |
| 5Y | +7.1% | -4.8% | +11.9% | +12.0% |
| 10Y | +447.2% | +152.6% | +294.6% | +112.4% |
| All | +955.2% | +529.0% | +426.1% | +60.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling