+45.8%
XRT vs DD
+46.1%
-0.4%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | +0.8% | -3.5% | +4.3% | +2.2% |
| 30D | -4.2% | -10.3% | +6.1% | -0.1% |
| 3M | +5.1% | -7.5% | +12.6% | +8.0% |
| 6M | +2.4% | -8.0% | +10.4% | +4.9% |
| YTD | +3.2% | +10.5% | -7.3% | -2.8% |
| 1Y | +1.5% | +38.3% | -36.8% | -13.6% |
| All | +45.8% | +46.1% | -0.4% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 3y: compounded portfolio wealth divided by compounded DD 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…
3y analysis · Full analysis span regression · 6 months rolling