+141.1%
XRT vs RL
+347.1%
-206.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.5% |
| 7D | -1.4% | -4.4% | +2.9% | +0.3% |
| 30D | +9.8% | +5.6% | +4.2% | +7.2% |
| 3M | +3.3% | -0.6% | +3.9% | +3.3% |
| 6M | +13.6% | +15.5% | -1.9% | +5.7% |
| YTD | +9.1% | +12.3% | -3.3% | +2.0% |
| 1Y | +15.1% | +19.3% | -4.2% | +4.7% |
| 3Y | +59.9% | +255.5% | -195.6% | -12.6% |
| 5Y | -1.7% | +247.1% | -248.8% | -46.9% |
| 10Y | +141.1% | +346.0% | -204.9% | +10.1% |
| All | +141.1% | +347.1% | -206.0% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling