+50.7%
XRT vs REPL
+48.4%
+2.3%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +8.0% | -9.7% | -1.7% |
| 7D | +0.9% | +22.8% | -21.9% | +0.8% |
| 30D | +7.9% | +63.8% | -55.8% | +7.8% |
| 3M | -0.2% | +68.1% | -68.3% | -0.3% |
| 6M | +5.6% | +528.5% | -522.9% | +4.2% |
| YTD | +5.7% | +122.4% | -116.8% | +4.9% |
| 1Y | +14.6% | +154.4% | -139.8% | +13.5% |
| 3Y | +50.7% | +68.0% | -17.3% | +40.8% |
| All | +50.7% | +48.4% | +2.3% | +40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling