+31.4%
O vs XRT
+45.1%
-13.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.0% |
| 7D | -0.7% | +0.8% | -1.5% | -0.9% |
| 30D | -1.9% | -4.2% | +2.3% | -1.0% |
| 3M | +3.8% | +5.1% | -1.2% | +2.6% |
| 6M | -4.7% | +2.4% | -7.2% | -5.4% |
| YTD | +12.5% | +3.2% | +9.3% | +11.4% |
| 1Y | +10.8% | +1.5% | +9.3% | +10.0% |
| All | +31.4% | +45.1% | -13.7% | +10.2% |
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 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