+127.7%
DAL vs XLRE
+117.0%
+10.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +2.3% | -1.2% | +3.5% | +3.4% |
| 30D | +14.3% | +6.4% | +7.9% | +8.7% |
| 3M | +1.3% | +2.0% | -0.7% | -0.3% |
| 6M | +29.3% | +1.8% | +27.5% | +27.3% |
| YTD | +33.0% | +13.2% | +19.8% | +19.6% |
| 1Y | +59.8% | +10.7% | +49.1% | +46.5% |
| 3Y | +177.2% | +43.7% | +133.5% | +101.3% |
| 5Y | +118.4% | +9.7% | +108.6% | +99.2% |
| 10Y | +121.4% | +112.8% | +8.6% | +23.5% |
| All | +127.7% | +117.0% | +10.8% | +23.8% |
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