+148.1%
XRT vs URA
+278.3%
-130.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.4% | -6.1% | -2.9% |
| 7D | +0.9% | -4.1% | +5.0% | +1.9% |
| 30D | +7.9% | -19.0% | +27.0% | +13.8% |
| 3M | -0.2% | -25.1% | +25.0% | +7.0% |
| 6M | +5.6% | -44.5% | +50.1% | +21.9% |
| YTD | +5.7% | -24.3% | +30.0% | +9.6% |
| 1Y | +14.6% | -28.1% | +42.7% | +20.1% |
| 3Y | +50.7% | +40.7% | +10.0% | +20.5% |
| 5Y | -4.8% | +35.5% | -40.3% | -26.2% |
| All | +148.1% | +278.3% | -130.2% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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