+513.3%
XRT vs RF
+71.5%
+441.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +0.8% | +1.3% | -0.5% | +0.4% |
| 30D | -4.2% | -3.6% | -0.6% | -3.3% |
| 3M | +5.1% | +8.1% | -3.0% | +2.8% |
| 6M | +2.4% | +11.5% | -9.1% | -0.7% |
| YTD | +3.2% | +15.6% | -12.4% | -1.0% |
| 1Y | +1.5% | +15.7% | -14.2% | -2.7% |
| 3Y | +40.6% | +86.9% | -46.3% | +17.5% |
| 5Y | -1.0% | +89.8% | -90.8% | -17.8% |
| 10Y | +128.4% | +344.7% | -216.3% | +48.8% |
| All | +513.3% | +71.5% | +441.8% | +359.6% |
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