+1,554.6%
DLR vs XRT
+514.3%
+1,040.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.3% |
| 7D | +1.6% | +0.8% | +0.8% | +1.1% |
| 30D | -3.4% | -4.2% | +0.8% | -1.1% |
| 3M | +0.5% | +5.1% | -4.6% | -2.9% |
| 6M | +4.6% | +2.4% | +2.1% | +2.5% |
| YTD | +23.4% | +3.2% | +20.2% | +20.2% |
| 1Y | +19.0% | +1.5% | +17.5% | +16.5% |
| 3Y | +56.5% | +40.6% | +16.0% | +23.1% |
| 5Y | +33.3% | -1.0% | +34.3% | +24.3% |
| 10Y | +165.1% | +128.4% | +36.7% | +18.8% |
| All | +1,554.6% | +514.3% | +1,040.3% | +139.9% |
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