-3.3%
XRT vs DTE
+31.9%
-35.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.8% | -1.3% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | -6.9% | -0.5% | -6.4% | -6.8% |
| 3M | -0.4% | -6.0% | +5.6% | +1.6% |
| 6M | +2.2% | -7.2% | +9.4% | +4.5% |
| YTD | -0.7% | +7.2% | -7.8% | -3.7% |
| 1Y | -2.0% | +4.1% | -6.1% | -4.1% |
| 3Y | +41.0% | +46.9% | -5.8% | +18.9% |
| 5Y | -3.3% | +32.9% | -36.2% | -15.2% |
| All | -3.3% | +31.9% | -35.2% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 5y: compounded portfolio wealth divided by compounded DTE 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…
5y analysis · Full analysis span regression · 6 months rolling