+16.2%
XRT vs REPL
+175.2%
-158.9%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.6% | -4.9% | -0.3% |
| 7D | +4.1% | +12.7% | -8.6% | +4.3% |
| 30D | +9.9% | +73.5% | -63.5% | +10.7% |
| 3M | +2.3% | +70.3% | -68.0% | +3.0% |
| 6M | +9.6% | +472.0% | -462.4% | +12.9% |
| YTD | +9.1% | +139.5% | -130.4% | +13.5% |
| 1Y | +16.2% | +167.3% | -151.0% | +18.2% |
| All | +16.2% | +175.2% | -158.9% | +18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling