-21.7%
ONON vs XLRE
+8.9%
-30.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +1.2% |
| 7D | -2.1% | -1.2% | -0.9% | -0.9% |
| 30D | -11.6% | -2.4% | -9.2% | -9.4% |
| 3M | -30.1% | -2.5% | -27.6% | -28.4% |
| 6M | -30.5% | +4.0% | -34.5% | -33.3% |
| YTD | -41.0% | +9.3% | -50.3% | -46.2% |
| 1Y | -36.7% | +5.6% | -42.3% | -40.5% |
| 3Y | -8.6% | +31.3% | -39.9% | -33.2% |
| All | -21.7% | +8.9% | -30.6% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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