+126.4%
DAL vs XRT
+123.1%
+3.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.6% | +0.3% |
| 7D | +3.4% | -0.3% | +3.6% | +3.6% |
| 30D | -13.6% | -5.6% | -7.9% | -9.3% |
| 3M | +1.2% | +2.5% | -1.3% | -0.9% |
| 6M | +34.5% | +3.7% | +30.8% | +30.7% |
| YTD | +14.7% | +1.0% | +13.7% | +14.2% |
| 1Y | +29.2% | -1.2% | +30.5% | +31.0% |
| 3Y | +100.0% | +43.4% | +56.6% | +51.4% |
| 5Y | +106.3% | -0.7% | +107.0% | +104.8% |
| 10Y | +126.4% | +123.7% | +2.7% | +2.7% |
| All | +126.4% | +123.1% | +3.2% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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