+145.1%
XRT vs DG
+119.6%
+25.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.8% | -0.5% |
| 7D | +4.1% | +5.2% | -1.1% | +2.4% |
| 30D | +9.9% | +7.9% | +2.0% | +7.2% |
| 3M | +2.3% | +12.7% | -10.5% | -1.9% |
| 6M | +9.6% | +22.4% | -12.8% | +2.1% |
| YTD | +9.1% | +5.4% | +3.7% | +6.1% |
| 1Y | +16.2% | +39.4% | -23.2% | +2.6% |
| 3Y | +60.1% | +24.1% | +35.9% | +37.1% |
| 5Y | -0.5% | -32.2% | +31.7% | +9.5% |
| 10Y | +145.1% | +111.8% | +33.3% | +47.7% |
| All | +145.1% | +119.6% | +25.6% | +47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 10y: compounded portfolio wealth divided by compounded DG 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…
10y analysis · Full analysis span regression · 6 months rolling