+528.0%
XRT vs RRC
+127.8%
+400.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -1.2% |
| 7D | +0.9% | -10.8% | +11.7% | +3.0% |
| 30D | +7.9% | +22.3% | -14.4% | +3.4% |
| 3M | -0.2% | +26.6% | -26.8% | -5.2% |
| 6M | +5.6% | +18.9% | -13.4% | +1.2% |
| YTD | +5.7% | +39.2% | -33.5% | -2.2% |
| 1Y | +14.6% | +34.0% | -19.4% | +6.7% |
| 3Y | +50.7% | +42.0% | +8.7% | +36.2% |
| 5Y | -4.8% | +111.9% | -116.7% | -23.8% |
| 10Y | +152.6% | +62.8% | +89.9% | +80.7% |
| All | +528.0% | +127.8% | +400.2% | +258.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling