+169.0%
XRT vs ALLY
+101.5%
+67.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.3% |
| 7D | +2.3% | -1.1% | +3.5% | +2.8% |
| 30D | +9.8% | +4.2% | +5.6% | +8.0% |
| 3M | -0.2% | -12.4% | +12.2% | +5.2% |
| 6M | +8.4% | -8.7% | +17.1% | +12.0% |
| YTD | +7.5% | -11.6% | +19.2% | +12.1% |
| 1Y | +13.2% | +0.2% | +13.0% | +12.0% |
| 3Y | +52.0% | +57.1% | -5.1% | +22.0% |
| 5Y | -3.2% | -6.8% | +3.7% | -7.8% |
| 10Y | +157.1% | +200.4% | -43.3% | +46.4% |
| All | +169.0% | +101.5% | +67.5% | +66.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling