+58.8%
XRT vs COO
-24.0%
+82.8%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.2% |
| 7D | +1.7% | +0.5% | +1.3% | +1.6% |
| 30D | +7.5% | +14.2% | -6.7% | +3.4% |
| 3M | +2.2% | -18.2% | +20.4% | +8.3% |
| 6M | +14.7% | +5.3% | +9.3% | +11.8% |
| YTD | +7.5% | -23.6% | +31.1% | +16.1% |
| 1Y | +14.1% | -12.7% | +26.8% | +18.2% |
| 3Y | +58.8% | -24.2% | +83.0% | +59.1% |
| All | +58.8% | -24.0% | +82.8% | +59.1% |
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