+105.4%
XRT vs REPL
+36.8%
+68.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | +1.7% | +1.2% | +0.5% | +1.7% |
| 30D | +7.5% | +92.2% | -84.7% | +4.6% |
| 3M | +2.2% | +44.1% | -41.9% | +0.5% |
| 6M | +14.7% | +313.0% | -298.4% | +4.1% |
| YTD | +7.5% | +125.2% | -117.7% | -2.8% |
| 1Y | +14.1% | +143.8% | -129.6% | +2.6% |
| 3Y | +58.8% | +104.2% | -45.4% | +18.6% |
| 5Y | -3.9% | -34.5% | +30.6% | -20.3% |
| All | +105.4% | +36.8% | +68.6% | +34.5% |
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