+500.1%
XRT vs DGX
+460.5%
+39.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -1.8% |
| 7D | -0.3% | -0.3% | 0.0% | -0.1% |
| 30D | -5.6% | -1.2% | -4.4% | -5.1% |
| 3M | +2.5% | +19.9% | -17.4% | -6.0% |
| 6M | +3.7% | +19.2% | -15.5% | -5.0% |
| YTD | +1.0% | +37.5% | -36.5% | -13.8% |
| 1Y | -1.2% | +31.3% | -32.5% | -14.2% |
| 3Y | +43.4% | +96.6% | -53.3% | +0.6% |
| 5Y | -0.7% | +64.3% | -65.0% | -25.1% |
| 10Y | +123.7% | +241.1% | -117.4% | +12.1% |
| All | +500.1% | +460.5% | +39.6% | +99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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