+2,491.1%
DE vs XRT
+549.2%
+1,941.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +2.3% | -1.4% | +3.7% | +3.2% |
| 30D | +9.3% | +9.8% | -0.4% | +2.6% |
| 3M | +12.2% | +3.3% | +8.9% | +9.2% |
| 6M | +18.1% | +13.6% | +4.5% | +7.5% |
| YTD | +49.8% | +9.1% | +40.7% | +39.8% |
| 1Y | +46.4% | +15.1% | +31.3% | +31.7% |
| 3Y | +92.5% | +59.9% | +32.6% | +36.5% |
| 5Y | +107.4% | -1.7% | +109.1% | +95.2% |
| 10Y | +784.1% | +141.1% | +642.9% | +289.3% |
| All | +2,491.1% | +549.2% | +1,941.9% | +341.9% |
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