-37.5%
ASX vs XRT
+10.1%
-47.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -2.8% | -17.9% | -20.9% |
| 7D | -33.3% | +2.3% | -35.6% | -29.7% |
| 30D | -36.5% | +9.8% | -46.3% | -25.6% |
| All | -37.5% | +10.1% | -47.5% | -26.7% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling