+152.6%
XRT vs RL
+397.7%
-245.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.8% | -2.2% | +1.2% |
| 7D | +2.5% | +0.2% | +2.2% | +2.3% |
| 30D | +10.3% | +7.3% | +3.0% | +7.0% |
| 3M | +2.4% | +1.0% | +1.3% | +1.7% |
| 6M | +10.0% | +11.8% | -1.8% | +3.7% |
| YTD | +9.5% | +13.6% | -4.1% | +1.9% |
| 1Y | +17.2% | +24.0% | -6.9% | +4.8% |
| 3Y | +62.0% | +256.6% | -194.6% | -11.6% |
| 5Y | -2.1% | +240.2% | -242.3% | -46.8% |
| 10Y | +152.6% | +373.0% | -220.4% | +13.1% |
| All | +152.6% | +397.7% | -245.1% | +13.1% |
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