-21.7%
ONON vs XRT
+0.1%
-21.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.4% | +0.7% | +0.5% |
| 7D | -2.1% | -3.2% | +1.1% | +1.7% |
| 30D | -11.6% | -4.5% | -7.1% | -6.8% |
| 3M | -30.1% | -3.1% | -27.0% | -27.2% |
| 6M | -30.5% | +4.2% | -34.7% | -33.5% |
| YTD | -41.0% | -0.1% | -40.9% | -40.8% |
| 1Y | -36.7% | -3.0% | -33.6% | -34.3% |
| 3Y | -8.6% | +41.8% | -50.4% | -39.8% |
| All | -21.7% | +0.1% | -21.8% | -20.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling