+513.3%
XRT vs DAR
+1,355.1%
-841.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.8% | +1.2% |
| 7D | +0.8% | +1.4% | -0.5% | +0.4% |
| 30D | -4.2% | +12.8% | -17.0% | -7.8% |
| 3M | +5.1% | +7.4% | -2.3% | +2.2% |
| 6M | +2.4% | +22.3% | -19.8% | -4.5% |
| YTD | +3.2% | +81.1% | -77.9% | -14.3% |
| 1Y | +1.5% | +106.5% | -105.0% | -19.3% |
| 3Y | +40.6% | +5.3% | +35.3% | +30.6% |
| 5Y | -1.0% | -11.5% | +10.6% | -5.6% |
| 10Y | +128.4% | +353.3% | -224.9% | +29.2% |
| All | +513.3% | +1,355.1% | -841.8% | +115.1% |
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 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