+712.2%
O vs XRT
+552.1%
+160.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | -1.5% |
| 7D | +3.3% | +2.5% | +0.9% | +1.6% |
| 30D | +10.3% | +10.3% | 0.0% | +3.7% |
| 3M | -3.5% | +2.4% | -5.8% | -5.2% |
| 6M | -1.3% | +10.0% | -11.3% | -7.6% |
| YTD | +10.3% | +9.5% | +0.8% | +2.9% |
| 1Y | +10.4% | +17.2% | -6.8% | -1.5% |
| 3Y | +40.0% | +62.0% | -22.0% | -3.0% |
| 5Y | +12.4% | -2.1% | +14.5% | +2.9% |
| 10Y | +78.2% | +152.6% | -74.3% | -32.0% |
| All | +712.2% | +552.1% | +160.1% | -1.5% |
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