+16.2%
XRT vs DG
+41.0%
-24.8%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.8% | -0.5% |
| 7D | +4.1% | +5.2% | -1.1% | +2.5% |
| 30D | +9.9% | +7.9% | +2.0% | +7.4% |
| 3M | +2.3% | +12.7% | -10.5% | -1.4% |
| 6M | +9.6% | +22.4% | -12.8% | +3.0% |
| YTD | +9.1% | +5.4% | +3.7% | +6.2% |
| 1Y | +16.2% | +39.4% | -23.2% | +10.4% |
| All | +16.2% | +41.0% | -24.8% | +10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling