-35.9%
DOW vs XRT
-1.7%
-34.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +1.6% |
| 7D | -2.9% | -0.3% | -2.7% | -2.8% |
| 30D | +2.0% | -5.6% | +7.6% | +4.9% |
| 3M | -12.5% | +2.5% | -15.1% | -14.5% |
| 6M | -9.2% | +3.7% | -12.9% | -12.7% |
| YTD | +30.8% | +1.0% | +29.8% | +28.0% |
| 1Y | +29.4% | -1.2% | +30.6% | +28.5% |
| 3Y | -34.6% | +43.4% | -77.9% | -46.5% |
| 5Y | -35.9% | -0.7% | -35.2% | -40.2% |
| All | -35.9% | -1.7% | -34.2% | -40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling