+87.8%
DT vs XRT
+137.4%
-49.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.5% |
| 7D | +3.1% | +1.7% | +1.4% | +2.0% |
| 30D | -29.5% | +7.5% | -37.0% | -32.7% |
| 3M | -11.7% | +2.2% | -13.9% | -13.3% |
| 6M | +29.0% | +14.7% | +14.3% | +17.7% |
| YTD | +3.4% | +7.5% | -4.1% | -2.4% |
| 1Y | -4.2% | +14.1% | -18.4% | -13.0% |
| 3Y | -12.8% | +58.8% | -71.6% | -37.6% |
| 5Y | -39.6% | -3.9% | -35.7% | -42.2% |
| All | +87.8% | +137.4% | -49.6% | -15.8% |
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