+9.5%
XLE vs XRT
+5.3%
+4.2%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | -0.7% |
| 7D | -12.0% | +0.9% | -12.9% | -11.2% |
| 30D | -2.7% | +7.9% | -10.7% | +0.8% |
| 3M | +6.6% | -0.2% | +6.8% | +7.0% |
| 6M | +9.5% | +5.6% | +4.0% | +13.1% |
| All | +9.5% | +5.3% | +4.2% | +13.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling