+29.9%
AAPL vs XRT
+18.0%
+11.9%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +5.5% | -0.2% | +3.2% |
| 7D | +1.7% | +8.0% | -6.4% | -1.2% |
| 30D | +5.0% | +13.0% | -8.0% | +0.3% |
| 3M | +13.1% | +1.7% | +11.4% | +12.3% |
| 6M | +26.5% | +12.6% | +13.9% | +21.2% |
| YTD | +28.9% | +10.7% | +18.3% | +23.8% |
| 1Y | +29.9% | +18.4% | +11.5% | +23.1% |
| All | +29.9% | +18.0% | +11.9% | +23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling