+538.9%
XRT vs DTE
+804.4%
-265.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | +1.7% | +3.4% | -1.7% | 0.0% |
| 30D | +7.5% | +8.9% | -1.4% | +3.0% |
| 3M | +2.2% | +1.1% | +1.1% | +1.6% |
| 6M | +14.7% | +0.1% | +14.6% | +14.2% |
| YTD | +7.5% | +11.1% | -3.6% | +1.1% |
| 1Y | +14.1% | +4.9% | +9.2% | +10.4% |
| 3Y | +58.8% | +58.6% | +0.2% | +21.8% |
| 5Y | -3.9% | +47.3% | -51.2% | -24.8% |
| 10Y | +137.7% | +151.3% | -13.6% | +28.8% |
| All | +538.9% | +804.4% | -265.5% | +44.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling