+513.3%
XRT vs ALL
+697.1%
-183.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.6% |
| 7D | +0.8% | 0.0% | +0.8% | +0.8% |
| 30D | -4.2% | -1.5% | -2.7% | -3.7% |
| 3M | +5.1% | +23.6% | -18.5% | -5.1% |
| 6M | +2.4% | +22.3% | -19.9% | -7.4% |
| YTD | +3.2% | +26.5% | -23.3% | -8.5% |
| 1Y | +1.5% | +27.0% | -25.5% | -10.5% |
| 3Y | +40.6% | +149.6% | -109.0% | -12.4% |
| 5Y | -1.0% | +118.1% | -119.1% | -35.8% |
| 10Y | +128.4% | +369.0% | -240.5% | +0.9% |
| All | +513.3% | +697.1% | -183.8% | +91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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