+513.3%
XRT vs COO
+543.1%
-29.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.6% |
| 7D | +0.8% | -2.2% | +3.0% | +1.7% |
| 30D | -4.2% | -7.0% | +2.8% | -1.5% |
| 3M | +5.1% | +12.2% | -7.1% | +0.1% |
| 6M | +2.4% | -15.1% | +17.5% | +8.5% |
| YTD | +3.2% | -15.1% | +18.3% | +9.3% |
| 1Y | +1.5% | +2.3% | -0.8% | -0.3% |
| 3Y | +40.6% | -23.7% | +64.2% | +50.2% |
| 5Y | -1.0% | -38.9% | +37.9% | +14.0% |
| 10Y | +128.4% | +49.9% | +78.5% | +82.6% |
| All | +513.3% | +543.1% | -29.8% | +147.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling