-4.5%
XRT vs DAR
-27.0%
+22.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.1% |
| 7D | +1.7% | +11.6% | -9.8% | -1.2% |
| 30D | +7.5% | -10.2% | +17.7% | +10.3% |
| 3M | +2.2% | -14.8% | +17.0% | +5.8% |
| 6M | +14.7% | -10.1% | +24.7% | +16.3% |
| YTD | +7.5% | +55.5% | -48.0% | -8.3% |
| 1Y | +14.1% | +61.7% | -47.6% | -3.9% |
| 3Y | +58.8% | +37.2% | +21.6% | +34.2% |
| All | -4.5% | -27.0% | +22.5% | -0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling