+8.4%
XRT vs AR
-7.2%
+15.6%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.8% | 0.0% | -3.3% |
| 7D | +2.3% | -11.7% | +14.0% | +0.2% |
| 30D | +9.8% | +1.8% | +7.9% | +9.7% |
| 3M | -0.2% | +6.0% | -6.1% | +0.8% |
| 6M | +8.4% | -7.0% | +15.4% | +6.2% |
| All | +8.4% | -7.2% | +15.6% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 6mo: compounded portfolio wealth divided by compounded AR 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…
6mo analysis · Full analysis span regression · 6 months rolling