+43.7%
XRT vs URA
+114.7%
-71.0%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.9% |
| 7D | +0.8% | +1.1% | -0.3% | +0.6% |
| 30D | -4.2% | +7.4% | -11.6% | -5.3% |
| 3M | +5.1% | -8.4% | +13.5% | +6.1% |
| 6M | +2.4% | -12.7% | +15.1% | +3.7% |
| YTD | +3.2% | +7.8% | -4.6% | +0.3% |
| 1Y | +1.5% | +19.5% | -17.9% | -4.0% |
| All | +43.7% | +114.7% | -71.0% | +17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling