+108.4%
XRT vs REPL
+36.1%
+72.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.4% | +6.4% | +0.2% |
| 7D | -1.4% | +5.3% | -6.7% | -1.7% |
| 30D | +9.8% | +66.6% | -56.9% | +7.4% |
| 3M | +3.3% | +59.6% | -56.3% | +1.1% |
| 6M | +13.6% | +482.4% | -468.8% | +1.0% |
| YTD | +9.1% | +124.1% | -115.0% | -1.4% |
| 1Y | +15.1% | +138.6% | -123.5% | +3.6% |
| 3Y | +59.9% | +96.0% | -36.1% | +20.0% |
| 5Y | -1.7% | -35.4% | +33.7% | -18.4% |
| All | +108.4% | +36.1% | +72.3% | +36.5% |
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