+53.3%
XRT vs P
+166.1%
-112.7%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -16.4% | +13.6% | -1.6% |
| 7D | +2.3% | -31.9% | +34.2% | +5.1% |
| 30D | +9.8% | -36.5% | +46.3% | +13.3% |
| 3M | -0.2% | +11.6% | -11.8% | -2.5% |
| 6M | +8.4% | +25.2% | -16.8% | +3.6% |
| YTD | +7.5% | +39.4% | -31.9% | +0.8% |
| 1Y | +13.2% | -3.7% | +16.8% | +10.2% |
| All | +53.3% | +166.1% | -112.7% | +24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling