+8.3%
XRT vs PL
+45.6%
-37.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | +4.1% | +5.6% | -1.5% | +3.2% |
| 30D | +9.9% | -16.9% | +26.9% | +11.8% |
| 3M | +2.3% | -38.2% | +40.5% | +7.4% |
| 6M | +9.6% | -63.4% | +73.0% | +20.7% |
| YTD | +9.1% | -27.6% | +36.8% | +7.0% |
| 1Y | +16.2% | +6.6% | +9.7% | +6.6% |
| 3Y | +60.1% | +557.6% | -497.5% | -3.7% |
| 5Y | -0.5% | +39.5% | -40.0% | -30.4% |
| All | +8.3% | +45.6% | -37.3% | -24.4% |
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