+2.4%
XRT vs PL
+84.9%
-82.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.2% | +1.1% |
| 7D | +0.8% | -9.3% | +10.1% | +1.9% |
| 30D | -4.2% | -18.9% | +14.7% | -1.9% |
| 3M | +5.1% | -58.4% | +63.5% | +15.2% |
| 6M | +2.4% | -30.3% | +32.7% | +3.0% |
| YTD | +3.2% | -8.1% | +11.3% | -1.0% |
| 1Y | +1.5% | +180.5% | -179.0% | -19.9% |
| 3Y | +40.6% | +444.1% | -403.6% | -10.6% |
| 5Y | -1.0% | +83.0% | -84.0% | -32.3% |
| All | +2.4% | +84.9% | -82.5% | -30.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling