+1.0%
XRT vs D
+18.4%
-17.4%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.0% |
| 7D | +0.8% | +1.5% | -0.7% | +0.6% |
| 30D | -4.2% | -2.6% | -1.6% | -3.9% |
| 3M | +5.1% | 0.0% | +5.1% | +5.1% |
| 6M | +2.4% | +7.4% | -4.9% | +1.7% |
| YTD | +3.2% | +15.9% | -12.7% | +1.8% |
| All | +1.0% | +18.4% | -17.4% | -1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling