+135.0%
DAL vs XLRE
+82.9%
+52.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.9% | +0.7% |
| 7D | +0.8% | -0.7% | +1.5% | +1.4% |
| 30D | -11.7% | -2.2% | -9.5% | -10.0% |
| 3M | -2.7% | -2.6% | -0.1% | -0.7% |
| 6M | +30.7% | +2.6% | +28.1% | +27.6% |
| YTD | +14.4% | +9.3% | +5.1% | +5.7% |
| 1Y | +31.2% | +7.2% | +24.0% | +23.1% |
| 3Y | +99.4% | +31.3% | +68.1% | +55.5% |
| 5Y | +98.6% | +8.1% | +90.4% | +82.6% |
| 10Y | +135.0% | +88.9% | +46.1% | +45.2% |
| All | +135.0% | +82.9% | +52.1% | +45.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling