+100.2%
DAL vs XRT
-3.3%
+103.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.8% | -1.5% | -1.8% |
| 7D | +4.6% | +2.3% | +2.2% | +2.5% |
| 30D | +2.3% | +9.8% | -7.5% | -6.0% |
| 3M | -8.1% | -0.2% | -7.9% | -8.0% |
| 6M | +21.4% | +8.4% | +13.0% | +12.9% |
| YTD | +24.3% | +7.5% | +16.8% | +16.8% |
| 1Y | +47.4% | +13.2% | +34.2% | +32.4% |
| 3Y | +164.6% | +52.0% | +112.6% | +86.9% |
| 5Y | +100.2% | -3.2% | +103.4% | +109.6% |
| All | +100.2% | -3.3% | +103.5% | +109.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling