-0.7%
XRT vs RL
+241.4%
-242.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.0% | -1.6% |
| 7D | -0.3% | +1.9% | -2.1% | -1.1% |
| 30D | -5.6% | -12.2% | +6.6% | +0.2% |
| 3M | +2.5% | -6.6% | +9.2% | +5.3% |
| 6M | +3.7% | +3.2% | +0.5% | +0.3% |
| YTD | +1.0% | -1.3% | +2.3% | -0.5% |
| 1Y | -1.2% | +13.6% | -14.8% | -9.5% |
| 3Y | +43.4% | +210.9% | -167.5% | -27.7% |
| 5Y | -0.7% | +246.9% | -247.6% | -56.0% |
| All | -0.7% | +241.4% | -242.2% | -56.0% |
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