+513.3%
XRT vs D
+319.3%
+194.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.6% |
| 7D | +0.8% | +0.4% | +0.4% | +0.6% |
| 30D | -4.2% | -3.6% | -0.6% | -2.7% |
| 3M | +5.1% | -1.0% | +6.1% | +5.4% |
| 6M | +2.4% | +6.3% | -3.9% | -0.9% |
| YTD | +3.2% | +14.7% | -11.5% | -3.6% |
| 1Y | +1.5% | +16.9% | -15.4% | -6.2% |
| 3Y | +40.6% | +56.8% | -16.2% | +10.8% |
| 5Y | -1.0% | +5.2% | -6.2% | -7.6% |
| 10Y | +128.4% | +35.9% | +92.6% | +74.3% |
| All | +513.3% | +319.3% | +194.0% | +110.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling