+1,440.5%
DLR vs XRT
+529.0%
+911.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.5% | +0.7% |
| 7D | -3.6% | +0.9% | -4.5% | -4.2% |
| 30D | -3.5% | +7.9% | -11.4% | -7.9% |
| 3M | -8.9% | -0.2% | -8.7% | -9.3% |
| 6M | -11.6% | +5.6% | -17.1% | -15.2% |
| YTD | +14.9% | +5.7% | +9.2% | +9.9% |
| 1Y | +6.4% | +14.6% | -8.1% | -3.1% |
| 3Y | +47.3% | +50.7% | -3.4% | +10.8% |
| 5Y | +32.8% | -4.8% | +37.6% | +27.2% |
| 10Y | +169.6% | +152.6% | +16.9% | +11.3% |
| All | +1,440.5% | +529.0% | +911.5% | +119.4% |
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