-4.3%
XRT vs RL
+243.2%
-247.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.4% |
| 7D | -0.4% | +2.4% | -2.8% | -1.6% |
| 30D | +7.5% | +4.6% | +3.0% | +5.2% |
| 3M | +2.3% | -1.1% | +3.5% | +2.6% |
| 6M | +12.8% | +16.5% | -3.7% | +3.3% |
| YTD | +7.1% | +11.4% | -4.4% | -0.6% |
| 1Y | +12.3% | +16.1% | -3.8% | +1.9% |
| 3Y | +57.0% | +252.6% | -195.6% | -26.9% |
| 5Y | -4.3% | +244.9% | -249.2% | -57.6% |
| All | -4.3% | +243.2% | -247.5% | -57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling