+98.5%
DAL vs XRT
+41.8%
+56.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +0.7% |
| 7D | +0.1% | +0.8% | -0.7% | -0.7% |
| 30D | -13.9% | -4.2% | -9.7% | -10.0% |
| 3M | +1.1% | +5.1% | -4.0% | -4.4% |
| 6M | +26.2% | +2.4% | +23.8% | +22.9% |
| YTD | +16.4% | +3.2% | +13.2% | +12.7% |
| 1Y | +33.9% | +1.5% | +32.3% | +31.5% |
| All | +98.5% | +41.8% | +56.7% | +38.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling