+351.3%
DAL vs XRT
+426.0%
-74.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +0.8% |
| 7D | +0.1% | +0.8% | -0.7% | -0.6% |
| 30D | -13.9% | -4.2% | -9.7% | -10.4% |
| 3M | +1.1% | +5.1% | -4.0% | -3.8% |
| 6M | +26.2% | +2.4% | +23.8% | +23.5% |
| YTD | +16.4% | +3.2% | +13.2% | +13.4% |
| 1Y | +33.9% | +1.5% | +32.3% | +32.2% |
| 3Y | +93.4% | +40.6% | +52.8% | +40.7% |
| 5Y | +106.4% | -1.0% | +107.3% | +103.2% |
| 10Y | +143.0% | +128.4% | +14.5% | -8.2% |
| All | +351.3% | +426.0% | -74.7% | -42.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling