-10.8%
DOW vs XRT
+119.7%
-130.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.0% | -3.7% |
| 7D | -2.4% | +0.8% | -3.2% | -2.9% |
| 30D | +0.4% | -4.2% | +4.6% | +2.9% |
| 3M | -14.4% | +5.1% | -19.5% | -18.0% |
| 6M | -7.0% | +2.4% | -9.4% | -10.5% |
| YTD | +30.2% | +3.2% | +27.0% | +24.8% |
| 1Y | +29.2% | +1.5% | +27.7% | +25.7% |
| 3Y | -36.7% | +40.6% | -77.3% | -50.9% |
| 5Y | -37.7% | -1.0% | -36.7% | -40.4% |
| All | -10.8% | +119.7% | -130.5% | -66.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling