-4.3%
XRT vs ALLY
-10.9%
+6.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.5% |
| 7D | -0.4% | -2.1% | +1.7% | +0.5% |
| 30D | +7.5% | +2.0% | +5.5% | +6.6% |
| 3M | +2.3% | -13.3% | +15.7% | +9.0% |
| 6M | +12.8% | -9.9% | +22.7% | +17.7% |
| YTD | +7.1% | -13.5% | +20.6% | +13.1% |
| 1Y | +12.3% | -2.8% | +15.1% | +12.4% |
| 3Y | +57.0% | +63.4% | -6.4% | +18.5% |
| 5Y | -4.3% | -10.9% | +6.6% | -3.5% |
| All | -4.3% | -10.9% | +6.6% | -3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling