+152.6%
XRT vs RRC
+63.1%
+89.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.6% |
| 7D | +2.5% | -10.3% | +12.8% | +4.3% |
| 30D | +10.3% | +19.5% | -9.1% | +6.7% |
| 3M | +2.4% | +27.9% | -25.5% | -2.3% |
| 6M | +10.0% | +21.2% | -11.2% | +5.7% |
| YTD | +9.5% | +39.6% | -30.0% | +2.3% |
| 1Y | +17.2% | +31.3% | -14.1% | +10.4% |
| 3Y | +62.0% | +51.9% | +10.0% | +46.6% |
| 5Y | -2.1% | +110.2% | -112.3% | -19.1% |
| 10Y | +152.6% | +56.7% | +95.9% | +76.5% |
| All | +152.6% | +63.1% | +89.5% | +76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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