+97.2%
XRT vs REPL
-6.0%
+103.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.1% |
| 7D | +0.8% | -3.0% | +3.8% | +0.9% |
| 30D | -4.2% | +27.1% | -31.3% | -5.2% |
| 3M | +5.1% | +52.4% | -47.3% | +1.4% |
| 6M | +2.4% | +107.4% | -105.0% | -7.3% |
| YTD | +3.2% | +54.7% | -51.5% | -5.1% |
| 1Y | +1.5% | +158.9% | -157.3% | -12.6% |
| 3Y | +40.6% | -23.7% | +64.3% | +15.3% |
| 5Y | -1.0% | -54.3% | +53.4% | -16.7% |
| All | +97.2% | -6.0% | +103.2% | +31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling