+181.2%
DLR vs XRT
+136.4%
+44.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.0% |
| 7D | +3.3% | +1.7% | +1.6% | +2.7% |
| 30D | +4.6% | +7.5% | -2.9% | +1.9% |
| 3M | -8.3% | +2.2% | -10.5% | -9.2% |
| 6M | -5.6% | +14.7% | -20.3% | -10.4% |
| YTD | +18.7% | +7.5% | +11.2% | +15.2% |
| 1Y | +17.1% | +14.1% | +3.0% | +11.2% |
| 3Y | +54.4% | +58.8% | -4.4% | +29.6% |
| 5Y | +36.5% | -3.9% | +40.4% | +30.0% |
| All | +181.2% | +136.4% | +44.8% | +84.6% |
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