+109.3%
XRT vs REPL
+39.1%
+70.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.0% | +0.7% | +3.5% |
| 7D | +2.5% | +14.2% | -11.7% | +1.9% |
| 30D | +10.3% | +65.9% | -55.5% | +8.0% |
| 3M | +2.4% | +84.6% | -82.2% | -0.4% |
| 6M | +10.0% | +446.9% | -436.9% | -1.9% |
| YTD | +9.5% | +129.0% | -119.5% | -1.0% |
| 1Y | +17.2% | +167.9% | -150.7% | +4.8% |
| 3Y | +62.0% | +93.9% | -31.9% | +22.0% |
| 5Y | -2.1% | -33.0% | +30.9% | -18.9% |
| All | +109.3% | +39.1% | +70.2% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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