+1.5%
XRT vs AZO
-28.9%
+30.4%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | +0.8% | +0.7% | +0.1% | +0.7% |
| 30D | -4.2% | -2.7% | -1.5% | -3.7% |
| 3M | +5.1% | -3.2% | +8.3% | +5.5% |
| 6M | +2.4% | -19.7% | +22.2% | +5.4% |
| YTD | +3.2% | -12.0% | +15.2% | +6.0% |
| 1Y | +1.5% | -29.5% | +31.0% | +7.3% |
| All | +1.5% | -28.9% | +30.4% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 1y: compounded portfolio wealth divided by compounded AZO 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…
1y analysis · Full analysis span regression · 6 months rolling