-4.7%
XRT vs D
+12.5%
-17.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.3% |
| 7D | +0.9% | +3.0% | -2.1% | +0.1% |
| 30D | +7.9% | +11.5% | -3.5% | +4.9% |
| 3M | -0.2% | +3.7% | -3.9% | -1.2% |
| 6M | +5.6% | +13.5% | -8.0% | +1.8% |
| YTD | +5.7% | +20.7% | -15.1% | -0.1% |
| 1Y | +14.6% | +18.2% | -3.6% | +8.9% |
| 3Y | +50.7% | +73.3% | -22.6% | +25.2% |
| All | -4.7% | +12.5% | -17.2% | -10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling