+1,492.7%
DLR vs XRT
+552.1%
+940.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.7% | -0.3% | +1.3% |
| 7D | +2.4% | +2.5% | -0.1% | +0.9% |
| 30D | +0.7% | +10.3% | -9.6% | -5.1% |
| 3M | -6.4% | +2.4% | -8.8% | -8.2% |
| 6M | -6.5% | +10.0% | -16.5% | -12.4% |
| YTD | +18.8% | +9.5% | +9.3% | +11.3% |
| 1Y | +9.0% | +17.2% | -8.1% | -2.0% |
| 3Y | +54.5% | +62.0% | -7.5% | +11.4% |
| 5Y | +35.8% | -2.1% | +37.9% | +28.1% |
| 10Y | +177.5% | +152.6% | +24.9% | +15.8% |
| All | +1,492.7% | +552.1% | +940.6% | +122.2% |
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