+46.5%
XRT vs RUN
-37.9%
+84.4%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.0% |
| 7D | +0.8% | +1.3% | -0.4% | +0.7% |
| 30D | -4.2% | -15.3% | +11.1% | -2.9% |
| 3M | +5.1% | -40.0% | +45.1% | +9.5% |
| 6M | +2.4% | -27.0% | +29.4% | +4.4% |
| YTD | +3.2% | -51.7% | +54.9% | +7.9% |
| 1Y | +1.5% | -45.9% | +47.4% | +4.2% |
| All | +46.5% | -37.9% | +84.4% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 3y: compounded portfolio wealth divided by compounded RUN 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…
3y analysis · Full analysis span regression · 6 months rolling