+25.7%
COP vs XRT
+49.6%
-23.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.9% |
| 7D | -11.5% | +0.9% | -12.4% | -11.8% |
| 30D | +5.0% | +7.9% | -3.0% | +3.1% |
| 3M | +17.5% | -0.2% | +17.7% | +17.3% |
| 6M | +16.2% | +5.6% | +10.7% | +13.9% |
| YTD | +48.8% | +5.7% | +43.1% | +45.3% |
| 1Y | +64.1% | +14.6% | +49.5% | +55.0% |
| 3Y | +25.7% | +50.7% | -25.0% | +4.9% |
| All | +25.7% | +49.6% | -23.9% | +4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling