+528.0%
XRT vs ALK
+345.8%
+182.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.9% |
| 7D | +0.9% | +9.0% | -8.2% | -2.0% |
| 30D | +7.9% | -1.6% | +9.6% | +8.3% |
| 3M | -0.2% | -23.2% | +23.0% | +8.1% |
| 6M | +5.6% | -3.9% | +9.4% | +5.1% |
| YTD | +5.7% | -22.6% | +28.3% | +10.9% |
| 1Y | +14.6% | -5.3% | +19.9% | +12.2% |
| 3Y | +50.7% | +18.6% | +32.1% | +29.9% |
| 5Y | -4.8% | -34.4% | +29.6% | -1.3% |
| 10Y | +152.6% | -40.8% | +193.4% | +141.9% |
| All | +528.0% | +345.8% | +182.2% | +151.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling