-7.7%
ONON vs XRT
-4.8%
-2.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.2% |
| 7D | -10.0% | +1.7% | -11.7% | -11.8% |
| 30D | -5.3% | +7.5% | -12.8% | -13.3% |
| 3M | +6.5% | +2.2% | +4.3% | +3.4% |
| 6M | -5.0% | +14.7% | -19.6% | -19.1% |
| YTD | -27.6% | +7.5% | -35.1% | -33.5% |
| 1Y | -20.7% | +14.1% | -34.8% | -32.2% |
| 3Y | +26.6% | +58.8% | -32.2% | -27.9% |
| All | -7.7% | -4.8% | -2.9% | +0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling