+336.7%
COP vs XRT
+136.4%
+200.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.4% |
| 7D | +4.4% | +1.7% | +2.7% | +3.4% |
| 30D | 0.0% | +7.5% | -7.5% | -4.2% |
| 3M | +15.0% | +2.2% | +12.8% | +12.8% |
| 6M | +22.0% | +14.7% | +7.3% | +11.6% |
| YTD | +55.3% | +7.5% | +47.8% | +45.9% |
| 1Y | +64.1% | +14.1% | +50.0% | +48.9% |
| 3Y | +34.1% | +58.8% | -24.7% | -1.8% |
| 5Y | +133.4% | -3.9% | +137.3% | +124.8% |
| All | +336.7% | +136.4% | +200.4% | +77.3% |
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