+548.6%
XRT vs DD
+313.2%
+235.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.9% |
| 7D | +4.1% | +2.2% | +1.9% | +3.0% |
| 30D | +9.9% | +20.7% | -10.7% | +0.8% |
| 3M | +2.3% | +11.3% | -9.1% | -3.1% |
| 6M | +9.6% | +6.0% | +3.6% | +5.6% |
| YTD | +9.1% | +31.7% | -22.6% | -5.3% |
| 1Y | +16.2% | +32.2% | -16.0% | +0.6% |
| 3Y | +60.1% | +92.7% | -32.6% | +14.0% |
| 5Y | -0.5% | +72.1% | -72.6% | -26.1% |
| 10Y | +145.1% | +99.7% | +45.5% | +57.3% |
| All | +548.6% | +313.2% | +235.4% | +201.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling