+1.5%
XRT vs DG
-34.6%
+36.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.6% |
| 7D | +0.8% | +8.4% | -7.6% | -1.2% |
| 30D | -4.2% | +4.9% | -9.1% | -5.4% |
| 3M | +5.1% | +29.3% | -24.2% | -1.4% |
| 6M | +2.4% | -11.3% | +13.7% | +4.6% |
| YTD | +3.2% | +1.8% | +1.4% | +2.0% |
| 1Y | +1.5% | +25.3% | -23.8% | -4.9% |
| 3Y | +40.6% | +9.1% | +31.5% | +31.1% |
| All | +1.5% | -34.6% | +36.1% | +16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling