+50.7%
XRT vs DRI
+66.4%
-15.7%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.3% |
| 7D | +0.9% | +2.8% | -1.9% | -0.1% |
| 30D | +7.9% | +13.3% | -5.3% | +3.1% |
| 3M | -0.2% | +8.2% | -8.4% | -3.3% |
| 6M | +5.6% | +17.5% | -12.0% | -1.1% |
| YTD | +5.7% | +26.9% | -21.2% | -4.6% |
| 1Y | +14.6% | +31.6% | -17.0% | +1.8% |
| 3Y | +50.7% | +67.0% | -16.3% | +10.3% |
| All | +50.7% | +66.4% | -15.7% | +10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling