+119.9%
XRT vs RSG
+425.0%
-305.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.5% |
| 7D | -3.6% | -1.8% | -1.8% | -2.8% |
| 30D | -6.7% | +2.8% | -9.5% | -7.9% |
| 3M | -1.4% | +4.3% | -5.7% | -3.6% |
| 6M | +1.7% | -0.5% | +2.2% | +1.3% |
| YTD | -1.5% | +5.2% | -6.7% | -4.7% |
| 1Y | -2.5% | -2.1% | -0.3% | -2.4% |
| 3Y | +39.9% | +56.5% | -16.6% | +6.5% |
| 5Y | -2.6% | +89.5% | -92.1% | -34.7% |
| All | +119.9% | +425.0% | -305.1% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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