+513.3%
XRT vs ALK
+381.3%
+132.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.6% | +0.5% |
| 7D | +0.8% | -0.7% | +1.5% | +1.0% |
| 30D | -4.2% | -19.2% | +15.0% | +2.4% |
| 3M | +5.1% | -1.5% | +6.6% | +4.5% |
| 6M | +2.4% | -13.1% | +15.5% | +4.7% |
| YTD | +3.2% | -16.4% | +19.6% | +6.0% |
| 1Y | +1.5% | -33.1% | +34.6% | +11.4% |
| 3Y | +40.6% | +0.6% | +39.9% | +28.5% |
| 5Y | -1.0% | -26.4% | +25.4% | -0.9% |
| 10Y | +128.4% | -34.2% | +162.6% | +111.8% |
| All | +513.3% | +381.3% | +132.0% | +140.0% |
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