+490.3%
XRT vs NYT
+243.1%
+247.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.0% |
| 7D | -2.4% | -1.6% | -0.8% | -1.9% |
| 30D | -6.9% | +2.8% | -9.7% | -7.8% |
| 3M | -0.4% | -9.2% | +8.8% | +2.1% |
| 6M | +2.2% | -17.1% | +19.3% | +7.5% |
| YTD | -0.7% | -3.2% | +2.6% | -1.0% |
| 1Y | -2.0% | +15.7% | -17.7% | -8.0% |
| 3Y | +41.0% | +55.7% | -14.7% | +18.1% |
| 5Y | -3.3% | +39.4% | -42.7% | -17.8% |
| 10Y | +124.8% | +485.6% | -360.7% | +16.7% |
| All | +490.3% | +243.1% | +247.2% | +198.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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