+60.1%
XRT vs D
+74.2%
-14.1%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | +4.1% | +2.4% | +1.7% | +3.5% |
| 30D | +9.9% | +10.9% | -1.0% | +7.4% |
| 3M | +2.3% | +2.8% | -0.6% | +1.5% |
| 6M | +9.6% | +12.7% | -3.1% | +6.4% |
| YTD | +9.1% | +20.3% | -11.2% | +4.1% |
| 1Y | +16.2% | +17.1% | -0.9% | +11.6% |
| 3Y | +60.1% | +75.1% | -15.1% | +29.5% |
| All | +60.1% | +74.2% | -14.1% | +29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling