+538.9%
XRT vs RSG
+1,391.5%
-852.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +1.7% | +2.5% | -0.8% | +0.4% |
| 30D | +7.5% | +12.7% | -5.2% | +0.9% |
| 3M | +2.2% | +17.9% | -15.7% | -6.4% |
| 6M | +14.7% | +25.0% | -10.3% | +1.3% |
| YTD | +7.5% | +20.8% | -13.3% | -3.8% |
| 1Y | +14.1% | +24.3% | -10.2% | +0.4% |
| 3Y | +58.8% | +65.3% | -6.5% | +17.3% |
| 5Y | -3.9% | +99.1% | -103.0% | -36.9% |
| 10Y | +137.7% | +452.4% | -314.7% | -14.0% |
| All | +538.9% | +1,391.5% | -852.6% | +24.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling