+2,798.6%
GOOGL vs XRT
+549.7%
+2,248.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +2.6% | +4.1% | -1.5% | +0.4% |
| 30D | -18.3% | +9.9% | -28.2% | -22.7% |
| 3M | -19.6% | +2.3% | -21.8% | -20.9% |
| 6M | -28.2% | +9.6% | -37.8% | -32.1% |
| YTD | -8.0% | +9.1% | -17.1% | -12.9% |
| 1Y | -0.7% | +16.2% | -16.9% | -9.2% |
| 3Y | +118.8% | +60.1% | +58.7% | +65.1% |
| 5Y | +98.9% | -0.5% | +99.3% | +89.4% |
| 10Y | +643.6% | +145.1% | +498.5% | +287.3% |
| All | +2,798.6% | +549.7% | +2,248.9% | +649.7% |
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