+513.3%
XRT vs RL
+740.1%
-226.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.1% |
| 7D | +0.8% | -0.8% | +1.6% | +1.1% |
| 30D | -4.2% | -7.8% | +3.6% | -0.8% |
| 3M | +5.1% | -4.0% | +9.1% | +6.5% |
| 6M | +2.4% | -1.9% | +4.3% | +1.7% |
| YTD | +3.2% | -0.2% | +3.4% | +1.4% |
| 1Y | +1.5% | +10.7% | -9.2% | -5.2% |
| 3Y | +40.6% | +210.8% | -170.2% | -22.1% |
| 5Y | -1.0% | +238.2% | -239.2% | -48.4% |
| 10Y | +128.4% | +313.4% | -185.0% | -4.7% |
| All | +513.3% | +740.1% | -226.8% | +45.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling