+349.0%
ADSK vs XLRE
+109.5%
+239.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.3% |
| 7D | -2.5% | -1.2% | -1.4% | -1.6% |
| 30D | -14.9% | -2.4% | -12.5% | -13.2% |
| 3M | +3.3% | -2.5% | +5.8% | +5.5% |
| 6M | -15.7% | +4.0% | -19.6% | -18.6% |
| YTD | -28.2% | +9.3% | -37.5% | -33.7% |
| 1Y | -34.5% | +5.6% | -40.1% | -37.8% |
| 3Y | -2.9% | +31.3% | -34.2% | -24.1% |
| 5Y | -25.3% | +9.5% | -34.9% | -31.7% |
| 10Y | +217.8% | +89.0% | +128.8% | +89.9% |
| All | +349.0% | +109.5% | +239.4% | +151.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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