+123.7%
XRT vs DRI
+350.3%
-226.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.3% | -1.5% |
| 7D | -0.3% | -1.2% | +1.0% | +0.2% |
| 30D | -5.6% | -0.4% | -5.2% | -5.6% |
| 3M | +2.5% | +9.5% | -7.0% | -1.2% |
| 6M | +3.7% | +6.5% | -2.8% | +0.6% |
| YTD | +1.0% | +18.4% | -17.4% | -6.3% |
| 1Y | -1.2% | +4.2% | -5.4% | -3.9% |
| 3Y | +43.4% | +57.1% | -13.7% | +17.5% |
| 5Y | -0.7% | +70.4% | -71.2% | -21.5% |
| 10Y | +123.7% | +354.0% | -230.3% | +15.4% |
| All | +123.7% | +350.3% | -226.6% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling