+119.6%
GOOGL vs XRT
+61.1%
+58.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +2.6% | +4.1% | -1.5% | +0.9% |
| 30D | -18.3% | +9.9% | -28.2% | -21.8% |
| 3M | -19.6% | +2.3% | -21.8% | -20.5% |
| 6M | -28.2% | +9.6% | -37.8% | -31.3% |
| YTD | -8.0% | +9.1% | -17.1% | -12.0% |
| 1Y | -0.7% | +16.2% | -16.9% | -7.6% |
| All | +119.6% | +61.1% | +58.5% | +94.1% |
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