+513.3%
XRT vs DRI
+1,081.5%
-568.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | +0.8% | +0.6% | +0.2% | +0.5% |
| 30D | -4.2% | +3.8% | -8.0% | -5.9% |
| 3M | +5.1% | +13.0% | -7.9% | -0.7% |
| 6M | +2.4% | +8.3% | -5.9% | -1.8% |
| YTD | +3.2% | +20.6% | -17.4% | -5.9% |
| 1Y | +1.5% | +6.5% | -4.9% | -2.6% |
| 3Y | +40.6% | +53.7% | -13.1% | +13.1% |
| 5Y | -1.0% | +72.7% | -73.7% | -24.6% |
| 10Y | +128.4% | +363.2% | -234.7% | -3.6% |
| All | +513.3% | +1,081.5% | -568.1% | +30.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling