+521.7%
XRT vs DG
+606.1%
-84.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.5% |
| 7D | +0.8% | +8.4% | -7.6% | -1.8% |
| 30D | -4.2% | +4.9% | -9.1% | -5.8% |
| 3M | +5.1% | +29.3% | -24.2% | -3.6% |
| 6M | +2.4% | -11.3% | +13.7% | +5.6% |
| YTD | +3.2% | +1.8% | +1.4% | +1.7% |
| 1Y | +1.5% | +25.3% | -23.8% | -7.2% |
| 3Y | +40.6% | +9.1% | +31.5% | +26.7% |
| 5Y | -1.0% | -34.9% | +33.9% | +7.2% |
| 10Y | +128.4% | +108.2% | +20.3% | +57.7% |
| All | +521.7% | +606.1% | -84.4% | +172.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling