+381.8%
DAL vs XRT
+448.0%
-66.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.8% | -1.5% | -1.6% |
| 7D | +4.6% | +2.3% | +2.2% | +2.4% |
| 30D | +2.3% | +9.8% | -7.5% | -6.5% |
| 3M | -8.1% | -0.2% | -7.9% | -8.0% |
| 6M | +21.4% | +8.4% | +13.0% | +12.3% |
| YTD | +24.3% | +7.5% | +16.8% | +16.3% |
| 1Y | +47.4% | +13.2% | +34.2% | +31.3% |
| 3Y | +164.6% | +52.0% | +112.6% | +78.6% |
| 5Y | +100.2% | -3.2% | +103.4% | +102.5% |
| 10Y | +124.9% | +157.1% | -32.2% | -24.9% |
| All | +381.8% | +448.0% | -66.2% | -41.4% |
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