+177.3%
DLR vs XRT
+124.6%
+52.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.7% | +1.3% |
| 7D | +3.4% | -0.3% | +3.7% | +3.5% |
| 30D | -2.2% | -5.6% | +3.4% | -0.4% |
| 3M | +4.7% | +2.5% | +2.2% | +3.5% |
| 6M | +9.0% | +3.7% | +5.3% | +7.3% |
| YTD | +24.1% | +1.0% | +23.2% | +23.2% |
| 1Y | +20.9% | -1.2% | +22.1% | +20.7% |
| 3Y | +60.0% | +43.4% | +16.7% | +39.4% |
| 5Y | +35.3% | -0.7% | +36.0% | +28.4% |
| All | +177.3% | +124.6% | +52.7% | +85.3% |
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 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