+2,422.9%
DE vs XRT
+539.9%
+1,883.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.0% |
| 7D | +0.3% | +1.7% | -1.5% | -0.8% |
| 30D | +3.6% | +7.5% | -3.9% | -1.5% |
| 3M | +10.2% | +2.2% | +8.1% | +8.1% |
| 6M | +16.6% | +14.7% | +1.9% | +5.5% |
| YTD | +45.8% | +7.5% | +38.3% | +37.4% |
| 1Y | +43.9% | +14.1% | +29.8% | +30.1% |
| 3Y | +89.6% | +58.8% | +30.8% | +35.1% |
| 5Y | +100.3% | -3.9% | +104.2% | +91.4% |
| 10Y | +760.8% | +137.7% | +623.1% | +282.6% |
| All | +2,422.9% | +539.9% | +1,883.0% | +334.3% |
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