+52.5%
DAL vs XRT
+11.9%
+40.6%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +4.0% |
| 7D | +8.8% | +0.9% | +7.9% | +7.8% |
| 30D | +5.4% | +7.9% | -2.6% | -3.1% |
| 3M | -4.9% | -0.2% | -4.8% | -4.7% |
| 6M | +19.8% | +5.6% | +14.3% | +11.7% |
| YTD | +27.0% | +5.7% | +21.3% | +19.1% |
| 1Y | +52.5% | +14.6% | +37.9% | +32.3% |
| All | +52.5% | +11.9% | +40.6% | +32.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling