+47.3%
DLR vs XRT
+49.6%
-2.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.5% | +0.3% |
| 7D | -3.6% | +0.9% | -4.5% | -3.9% |
| 30D | -3.5% | +7.9% | -11.4% | -6.2% |
| 3M | -8.9% | -0.2% | -8.7% | -9.0% |
| 6M | -11.6% | +5.6% | -17.1% | -13.9% |
| YTD | +14.9% | +5.7% | +9.2% | +11.7% |
| 1Y | +6.4% | +14.6% | -8.1% | +0.1% |
| 3Y | +47.3% | +50.7% | -3.4% | +23.1% |
| All | +47.3% | +49.6% | -2.3% | +23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling