+4.9%
XRT vs PL
+28.1%
-23.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +10.4% | -12.1% | -2.9% |
| 7D | +0.9% | -6.8% | +7.7% | +1.5% |
| 30D | +7.9% | -29.3% | +37.2% | +11.9% |
| 3M | -0.2% | -44.8% | +44.6% | +6.2% |
| 6M | +5.6% | -68.4% | +74.0% | +18.1% |
| YTD | +5.7% | -36.4% | +42.0% | +5.2% |
| 1Y | +14.6% | +0.7% | +13.9% | +5.6% |
| 3Y | +50.7% | +455.3% | -404.6% | -7.2% |
| 5Y | -4.8% | +22.7% | -27.5% | -32.1% |
| All | +4.9% | +28.1% | -23.2% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling