-4.5%
XRT vs URA
+25.6%
-30.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.8% |
| 7D | +1.7% | -1.5% | +3.3% | +2.1% |
| 30D | +7.5% | -10.4% | +17.9% | +9.9% |
| 3M | +2.2% | -29.6% | +31.8% | +10.0% |
| 6M | +14.7% | -40.3% | +54.9% | +27.6% |
| YTD | +7.5% | -25.5% | +33.0% | +11.0% |
| 1Y | +14.1% | -26.4% | +40.5% | +17.8% |
| 3Y | +58.8% | +31.4% | +27.3% | +29.1% |
| All | -4.5% | +25.6% | -30.1% | -28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling