+133.2%
XRT vs DG
+105.2%
+28.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.8% | +0.5% |
| 7D | +1.7% | +0.3% | +1.4% | +1.7% |
| 30D | +7.5% | +3.2% | +4.3% | +6.4% |
| 3M | +2.2% | +10.4% | -8.2% | -1.3% |
| 6M | +14.7% | +33.2% | -18.5% | +4.0% |
| YTD | +7.5% | +3.0% | +4.5% | +5.3% |
| 1Y | +14.1% | +31.2% | -17.1% | +2.8% |
| 3Y | +58.8% | +21.8% | +37.0% | +36.8% |
| 5Y | -3.9% | -35.0% | +31.1% | +7.5% |
| All | +133.2% | +105.2% | +28.0% | +43.4% |
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