+1,051.8%
ON vs XRT
+552.1%
+499.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +3.7% | +5.5% | +5.7% |
| 7D | -1.4% | +2.5% | -3.9% | -3.8% |
| 30D | -10.9% | +10.3% | -21.2% | -19.3% |
| 3M | -14.9% | +2.4% | -17.2% | -17.6% |
| 6M | -33.0% | +10.0% | -43.0% | -40.2% |
| YTD | +27.6% | +9.5% | +18.1% | +14.6% |
| 1Y | +44.5% | +17.2% | +27.3% | +21.5% |
| 3Y | +7.4% | +62.0% | -54.6% | -32.3% |
| 5Y | +18.7% | -2.1% | +20.8% | +21.1% |
| 10Y | +516.0% | +152.6% | +363.4% | +139.5% |
| All | +1,051.8% | +552.1% | +499.8% | +69.5% |
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