-22.1%
ONON vs XRT
+1.2%
-23.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.2% | -0.4% | -0.1% |
| 7D | -1.7% | -0.3% | -1.4% | -1.4% |
| 30D | -27.4% | -5.6% | -21.7% | -22.1% |
| 3M | -26.5% | +2.5% | -29.1% | -28.3% |
| 6M | -34.2% | +3.7% | -37.9% | -36.7% |
| YTD | -41.3% | +1.0% | -42.3% | -41.8% |
| 1Y | -39.7% | -1.2% | -38.5% | -38.8% |
| 3Y | -7.8% | +43.4% | -51.2% | -40.1% |
| All | -22.1% | +1.2% | -23.2% | -22.1% |
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