-1.9%
XRT vs AUR
-35.7%
+33.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +1.2% |
| 7D | -3.2% | +1.4% | -4.6% | -3.4% |
| 30D | -4.5% | -6.4% | +1.9% | -4.0% |
| 3M | -3.1% | +7.7% | -10.8% | -4.6% |
| 6M | +4.2% | +44.5% | -40.3% | -2.2% |
| YTD | -0.1% | +67.4% | -67.6% | -8.4% |
| 1Y | -3.0% | +15.4% | -18.5% | -7.2% |
| 3Y | +41.8% | +94.8% | -53.1% | +13.3% |
| 5Y | -1.3% | -35.1% | +33.8% | -23.0% |
| All | -1.9% | -35.7% | +33.8% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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