+6.2%
DT vs XRT
+42.5%
-36.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -0.9% | -2.2% |
| 7D | -4.9% | -0.3% | -4.6% | -4.7% |
| 30D | +2.7% | -5.6% | +8.3% | +5.3% |
| 3M | +20.0% | +2.5% | +17.4% | +18.4% |
| 6M | +28.0% | +3.7% | +24.4% | +25.3% |
| YTD | +16.0% | +1.0% | +15.1% | +14.7% |
| 1Y | +0.7% | -1.2% | +1.9% | +0.5% |
| 3Y | +6.2% | +43.4% | -37.2% | -13.4% |
| All | +6.2% | +42.5% | -36.3% | -13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling