-1.5%
XLY vs XRT
+3.4%
-4.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -2.0% |
| 7D | -2.0% | +0.8% | -2.8% | -2.5% |
| 30D | -3.1% | -4.2% | +1.0% | -0.5% |
| 3M | -1.8% | +5.1% | -6.9% | -5.0% |
| 6M | -0.9% | +2.4% | -3.3% | -3.2% |
| YTD | -3.4% | +3.2% | -6.6% | -6.1% |
| 1Y | -1.5% | +1.5% | -3.0% | -4.5% |
| All | -1.5% | +3.4% | -4.9% | -4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling