-1.4%
DOW vs XRT
+132.2%
-133.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.1% | +3.4% | +3.4% |
| 7D | -0.5% | -1.4% | +1.0% | +0.3% |
| 30D | +15.7% | +9.8% | +6.0% | +8.4% |
| 3M | +5.3% | +3.3% | +2.0% | +2.2% |
| 6M | -14.2% | +13.6% | -27.8% | -22.6% |
| YTD | +43.9% | +9.1% | +34.9% | +32.2% |
| 1Y | +53.1% | +15.1% | +38.0% | +35.6% |
| 3Y | -21.8% | +59.9% | -81.8% | -44.6% |
| 5Y | -28.3% | -1.7% | -26.6% | -30.7% |
| All | -1.4% | +132.2% | -133.6% | -64.6% |
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