+528.0%
XRT vs DAR
+1,020.3%
-492.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.4% |
| 7D | +0.9% | -9.9% | +10.8% | +3.8% |
| 30D | +7.9% | -16.4% | +24.3% | +13.1% |
| 3M | -0.2% | -17.1% | +16.9% | +4.3% |
| 6M | +5.6% | -20.5% | +26.0% | +11.0% |
| YTD | +5.7% | +39.4% | -33.7% | -6.0% |
| 1Y | +14.6% | +57.2% | -42.7% | -1.7% |
| 3Y | +50.7% | +13.9% | +36.8% | +36.2% |
| 5Y | -4.8% | -40.8% | +36.0% | +1.3% |
| 10Y | +152.6% | +276.2% | -123.6% | +50.2% |
| All | +528.0% | +1,020.3% | -492.3% | +135.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling