+1,139.7%
ON vs XRT
+514.3%
+625.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.3% |
| 3M | -43.6% | +5.1% | -48.7% | -46.9% |
| 6M | +19.0% | +2.4% | +16.5% | +14.8% |
| YTD | +37.4% | +3.2% | +34.2% | +31.4% |
| 1Y | +54.8% | +1.5% | +53.2% | +50.7% |
| 3Y | -25.2% | +40.6% | -65.7% | -45.8% |
| 5Y | +62.7% | -1.0% | +63.7% | +65.4% |
| 10Y | +574.3% | +128.4% | +445.9% | +189.9% |
| All | +1,139.7% | +514.3% | +625.4% | +94.4% |
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