+100.0%
DAL vs XLRE
+31.7%
+68.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | +3.4% | -0.3% | +3.7% | +3.6% |
| 30D | -13.6% | -2.4% | -11.2% | -11.9% |
| 3M | +1.2% | +0.6% | +0.6% | +0.5% |
| 6M | +34.5% | +3.9% | +30.5% | +30.0% |
| YTD | +14.7% | +10.5% | +4.2% | +5.6% |
| 1Y | +29.2% | +8.4% | +20.9% | +20.7% |
| 3Y | +100.0% | +32.8% | +67.2% | +60.2% |
| All | +100.0% | +31.7% | +68.3% | +60.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling