+10.4%
XRT vs COMP
-56.6%
+67.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -8.2% | +5.3% | -1.5% |
| 7D | +2.3% | -1.8% | +4.1% | +2.6% |
| 30D | +9.8% | -0.8% | +10.5% | +9.7% |
| 3M | -0.2% | -28.1% | +28.0% | +5.0% |
| 6M | +8.4% | +27.0% | -18.6% | +2.4% |
| YTD | +7.5% | -12.8% | +20.3% | +7.0% |
| 1Y | +13.2% | +4.9% | +8.3% | +8.9% |
| 3Y | +52.0% | +321.0% | -269.0% | +7.4% |
| 5Y | -3.2% | -25.6% | +22.4% | -17.3% |
| All | +10.4% | -56.6% | +67.0% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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