+560.0%
XRT vs DG
+628.1%
-68.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.5% | +2.9% |
| 7D | +2.5% | +0.7% | +1.8% | +2.3% |
| 30D | +10.3% | +7.4% | +2.9% | +7.7% |
| 3M | +2.4% | +8.5% | -6.1% | -0.6% |
| 6M | +10.0% | +21.9% | -11.9% | +2.6% |
| YTD | +9.5% | +4.9% | +4.6% | +6.7% |
| 1Y | +17.2% | +40.4% | -23.2% | +3.2% |
| 3Y | +62.0% | +23.5% | +38.5% | +39.7% |
| 5Y | -2.1% | -32.3% | +30.2% | +4.4% |
| 10Y | +152.6% | +119.3% | +33.2% | +71.3% |
| All | +560.0% | +628.1% | -68.1% | +186.2% |
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 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