+528.0%
XRT vs COO
+476.3%
+51.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.0% |
| 7D | +0.9% | +4.7% | -3.8% | -0.8% |
| 30D | +7.9% | +13.9% | -6.0% | +2.7% |
| 3M | -0.2% | -14.9% | +14.8% | +5.4% |
| 6M | +5.6% | +2.0% | +3.5% | +3.5% |
| YTD | +5.7% | -23.9% | +29.6% | +15.8% |
| 1Y | +14.6% | -9.6% | +24.2% | +17.4% |
| 3Y | +50.7% | -25.4% | +76.1% | +61.3% |
| 5Y | -4.8% | -41.2% | +36.3% | +10.5% |
| 10Y | +152.6% | +42.1% | +110.6% | +105.0% |
| All | +528.0% | +476.3% | +51.8% | +162.7% |
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