-2.1%
XRT vs DG
-32.0%
+29.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.5% | +3.1% |
| 7D | +2.5% | +0.7% | +1.8% | +2.3% |
| 30D | +10.3% | +7.4% | +2.9% | +8.4% |
| 3M | +2.4% | +8.5% | -6.1% | +0.2% |
| 6M | +10.0% | +21.9% | -11.9% | +4.4% |
| YTD | +9.5% | +4.9% | +4.6% | +7.4% |
| 1Y | +17.2% | +40.4% | -23.2% | +6.9% |
| 3Y | +62.0% | +23.5% | +38.5% | +44.8% |
| 5Y | -2.1% | -32.3% | +30.2% | +10.1% |
| All | -2.1% | -32.0% | +29.9% | +10.1% |
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