+152.6%
XRT vs ALLY
+201.0%
-48.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.7% | +3.3% |
| 7D | +2.5% | -0.2% | +2.7% | +2.6% |
| 30D | +10.3% | +3.4% | +6.9% | +8.8% |
| 3M | +2.4% | -11.1% | +13.4% | +7.4% |
| 6M | +10.0% | -11.5% | +21.5% | +15.3% |
| YTD | +9.5% | -12.3% | +21.9% | +14.7% |
| 1Y | +17.2% | +1.1% | +16.1% | +15.5% |
| 3Y | +62.0% | +64.8% | -2.8% | +26.3% |
| 5Y | -2.1% | -6.9% | +4.8% | -6.9% |
| 10Y | +152.6% | +194.9% | -42.4% | +36.7% |
| All | +152.6% | +201.0% | -48.5% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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