+513.3%
XRT vs D
+319.3%
+194.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | +0.8% | +1.5% | -0.7% | +0.2% |
| 30D | -4.2% | -2.6% | -1.6% | -3.1% |
| 3M | +5.1% | 0.0% | +5.1% | +4.9% |
| 6M | +2.4% | +7.4% | -4.9% | -1.3% |
| YTD | +3.2% | +15.9% | -12.7% | -4.0% |
| 1Y | +1.5% | +18.1% | -16.6% | -6.6% |
| 3Y | +40.6% | +58.4% | -17.8% | +10.3% |
| 5Y | -1.0% | +5.2% | -6.2% | -7.5% |
| 10Y | +128.4% | +35.9% | +92.6% | +74.4% |
| All | +513.3% | +319.3% | +194.0% | +110.8% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling