+122.8%
DAL vs XRT
+149.4%
-26.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +3.6% |
| 7D | +8.8% | +0.9% | +7.9% | +8.1% |
| 30D | +5.4% | +7.9% | -2.6% | -1.2% |
| 3M | -4.9% | -0.2% | -4.8% | -4.8% |
| 6M | +19.8% | +5.6% | +14.3% | +14.5% |
| YTD | +27.0% | +5.7% | +21.3% | +21.8% |
| 1Y | +52.5% | +14.6% | +37.9% | +36.7% |
| 3Y | +173.8% | +50.7% | +123.2% | +98.9% |
| 5Y | +104.5% | -4.8% | +109.4% | +109.9% |
| All | +122.8% | +149.4% | -26.5% | -5.9% |
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