+58.1%
XRT vs COO
-24.6%
+82.7%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.7% | -1.5% |
| 7D | -0.4% | -2.1% | +1.6% | +0.2% |
| 30D | +7.5% | +13.9% | -6.4% | +3.5% |
| 3M | +2.3% | -18.9% | +21.3% | +8.8% |
| 6M | +12.8% | +3.7% | +9.1% | +10.5% |
| YTD | +7.1% | -24.1% | +31.2% | +15.9% |
| 1Y | +12.3% | -14.2% | +26.5% | +16.9% |
| All | +58.1% | -24.6% | +82.7% | +58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 3y: compounded portfolio wealth divided by compounded COO 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…
3y analysis · Full analysis span regression · 6 months rolling