+123.7%
XRT vs DAR
+367.0%
-243.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.9% | -5.1% | -3.1% |
| 7D | -0.3% | -0.9% | +0.6% | 0.0% |
| 30D | -5.6% | +13.0% | -18.6% | -9.6% |
| 3M | +2.5% | +15.0% | -12.4% | -2.8% |
| 6M | +3.7% | +26.8% | -23.2% | -5.4% |
| YTD | +1.0% | +86.4% | -85.4% | -19.1% |
| 1Y | -1.2% | +115.1% | -116.3% | -25.2% |
| 3Y | +43.4% | +14.6% | +28.7% | +29.0% |
| 5Y | -0.7% | -8.8% | +8.0% | -6.4% |
| 10Y | +123.7% | +356.5% | -232.8% | +7.9% |
| All | +123.7% | +367.0% | -243.3% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling