+18.4%
XRT vs CAPR
+47.4%
-29.0%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +8.3% | -2.7% | +5.5% |
| 7D | +8.0% | +43.2% | -35.1% | +7.9% |
| 30D | +13.0% | +14.7% | -1.6% | +12.9% |
| 3M | +1.7% | +113.9% | -112.2% | +1.4% |
| 6M | +12.6% | -73.4% | +85.9% | +12.8% |
| YTD | +10.7% | -69.1% | +79.7% | +10.8% |
| 1Y | +18.4% | +47.2% | -28.8% | +17.0% |
| All | +18.4% | +47.4% | -29.0% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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