+158.2%
XRT vs ALLY
+124.8%
+33.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +0.8% | +3.7% | -2.9% | -0.7% |
| 30D | -4.2% | -2.3% | -1.9% | -3.4% |
| 3M | +5.1% | +3.8% | +1.3% | +3.3% |
| 6M | +2.4% | +9.7% | -7.3% | -1.8% |
| YTD | +3.2% | -1.4% | +4.6% | +3.0% |
| 1Y | +1.5% | +8.2% | -6.7% | -2.7% |
| 3Y | +40.6% | +66.5% | -25.9% | +10.0% |
| 5Y | -1.0% | +1.2% | -2.2% | -9.1% |
| 10Y | +128.4% | +191.4% | -63.0% | +29.8% |
| All | +158.2% | +124.8% | +33.3% | +53.4% |
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