+430.6%
XRT vs CAPR
-99.1%
+529.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +1.0% |
| 7D | +0.8% | -2.0% | +2.8% | +0.8% |
| 30D | -4.2% | +139.2% | -143.4% | -5.4% |
| 3M | +5.1% | -66.4% | +71.5% | +5.5% |
| 6M | +2.4% | -63.1% | +65.6% | +2.7% |
| YTD | +3.2% | -67.4% | +70.6% | +3.5% |
| 1Y | +1.5% | +58.2% | -56.7% | -2.9% |
| 3Y | +40.6% | +42.2% | -1.6% | +32.4% |
| 5Y | -1.0% | +87.3% | -88.2% | -7.7% |
| 10Y | +128.4% | -75.3% | +203.7% | +106.1% |
| All | +430.6% | -99.1% | +529.7% | +369.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling