+851.5%
DE vs XRT
+128.2%
+723.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -1.1% |
| 7D | -2.6% | -3.2% | +0.6% | -0.9% |
| 30D | +9.0% | -4.5% | +13.5% | +11.6% |
| 3M | +19.1% | -3.1% | +22.2% | +20.7% |
| 6M | +14.4% | +4.2% | +10.1% | +11.1% |
| YTD | +45.9% | -0.1% | +46.0% | +45.2% |
| 1Y | +43.6% | -3.0% | +46.7% | +44.7% |
| 3Y | +75.9% | +41.8% | +34.1% | +42.6% |
| 5Y | +98.8% | -1.3% | +100.0% | +90.0% |
| All | +851.5% | +128.2% | +723.3% | +378.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling