-1.2%
XRT vs DAR
+108.5%
-109.7%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.9% | -5.1% | -2.3% |
| 7D | -0.3% | -0.9% | +0.6% | -0.2% |
| 30D | -5.6% | +13.0% | -18.6% | -6.4% |
| 3M | +2.5% | +15.0% | -12.4% | +1.3% |
| 6M | +3.7% | +26.8% | -23.2% | +0.1% |
| YTD | +1.0% | +86.4% | -85.4% | -9.8% |
| 1Y | -1.2% | +115.1% | -116.3% | -14.1% |
| All | -1.2% | +108.5% | -109.7% | -14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling