+539.0%
XRT vs RF
+60.2%
+478.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.7% | -2.2% |
| 7D | +2.3% | -1.6% | +3.9% | +2.8% |
| 30D | +9.8% | +5.0% | +4.8% | +8.4% |
| 3M | -0.2% | -10.0% | +9.8% | +2.7% |
| 6M | +8.4% | +3.3% | +5.1% | +7.3% |
| YTD | +7.5% | +7.9% | -0.4% | +5.1% |
| 1Y | +13.2% | +21.2% | -8.1% | +7.1% |
| 3Y | +52.0% | +105.8% | -53.8% | +24.4% |
| 5Y | -3.2% | +43.7% | -46.9% | -13.6% |
| 10Y | +157.1% | +289.4% | -132.4% | +73.2% |
| All | +539.0% | +60.2% | +478.9% | +388.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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