+2,491.6%
DE vs XRT
+514.3%
+1,977.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.8% |
| 7D | +10.0% | +0.8% | +9.2% | +9.4% |
| 30D | +13.3% | -4.2% | +17.5% | +16.3% |
| 3M | +17.5% | +5.1% | +12.4% | +13.1% |
| 6M | +13.6% | +2.4% | +11.2% | +10.9% |
| YTD | +49.8% | +3.2% | +46.6% | +45.6% |
| 1Y | +47.9% | +1.5% | +46.3% | +44.5% |
| 3Y | +72.5% | +40.6% | +32.0% | +33.6% |
| 5Y | +90.2% | -1.0% | +91.2% | +77.9% |
| 10Y | +865.4% | +128.4% | +737.0% | +341.3% |
| All | +2,491.6% | +514.3% | +1,977.3% | +360.0% |
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