-30.7%
DOW vs XRT
-1.3%
-29.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.7% | -5.1% | -3.2% |
| 7D | -9.4% | +2.5% | -11.9% | -10.7% |
| 30D | +8.9% | +10.3% | -1.4% | +3.3% |
| 3M | +6.7% | +2.4% | +4.4% | +4.9% |
| 6M | -14.2% | +10.0% | -24.2% | -19.6% |
| YTD | +36.9% | +9.5% | +27.4% | +27.9% |
| 1Y | +45.8% | +17.2% | +28.6% | +31.0% |
| 3Y | -23.9% | +62.0% | -85.9% | -41.5% |
| All | -30.7% | -1.3% | -29.4% | -35.0% |
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