+18.4%
XRT vs P
+19.7%
-1.3%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -5.0% | +10.5% | +5.4% |
| 7D | +8.0% | -19.4% | +27.4% | +7.8% |
| 30D | +13.0% | -22.3% | +35.3% | +12.8% |
| 3M | +1.7% | +33.2% | -31.5% | +1.4% |
| 6M | +12.6% | +53.6% | -41.1% | +11.6% |
| YTD | +10.7% | +66.8% | -56.1% | +9.1% |
| 1Y | +18.4% | +17.5% | +0.9% | +16.9% |
| All | +18.4% | +19.7% | -1.3% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 1y: compounded portfolio wealth divided by compounded P 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…
1y analysis · Full analysis span regression · 6 months rolling