+152.6%
XRT vs ALK
-37.5%
+190.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +7.1% | -3.4% | +1.3% |
| 7D | +2.5% | +8.9% | -6.4% | -0.5% |
| 30D | +10.3% | +5.9% | +4.4% | +7.9% |
| 3M | +2.4% | -16.5% | +18.9% | +8.1% |
| 6M | +10.0% | +2.1% | +7.9% | +7.1% |
| YTD | +9.5% | -17.1% | +26.6% | +12.5% |
| 1Y | +17.2% | -2.9% | +20.0% | +13.4% |
| 3Y | +62.0% | +24.5% | +37.5% | +34.6% |
| 5Y | -2.1% | -29.1% | +27.0% | -1.9% |
| 10Y | +152.6% | -39.1% | +191.7% | +121.4% |
| All | +152.6% | -37.5% | +190.0% | +121.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling