+112.2%
DT vs XRT
+119.4%
-7.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.3% | +1.6% |
| 7D | -0.5% | -2.4% | +1.9% | +0.9% |
| 30D | +0.1% | -6.9% | +7.0% | +4.4% |
| 3M | +24.1% | -0.4% | +24.5% | +24.0% |
| 6M | +30.1% | +2.2% | +27.9% | +27.3% |
| YTD | +16.8% | -0.7% | +17.4% | +16.0% |
| 1Y | -0.1% | -2.0% | +1.9% | -0.2% |
| 3Y | +6.8% | +41.0% | -34.2% | -17.5% |
| 5Y | -28.4% | -3.3% | -25.1% | -30.8% |
| All | +112.2% | +119.4% | -7.2% | +0.1% |
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 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