+99.4%
DAL vs XLRE
+112.0%
-12.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.4% |
| 7D | +0.1% | -1.2% | +1.4% | +1.2% |
| 30D | -13.9% | -2.8% | -11.1% | -11.8% |
| 3M | +1.1% | -0.2% | +1.3% | +1.0% |
| 6M | +26.2% | +1.9% | +24.3% | +24.0% |
| YTD | +16.4% | +10.6% | +5.9% | +6.6% |
| 1Y | +33.9% | +8.8% | +25.0% | +24.1% |
| 3Y | +93.4% | +31.5% | +61.8% | +51.2% |
| 5Y | +106.4% | +6.6% | +99.8% | +92.3% |
| 10Y | +143.0% | +84.0% | +58.9% | +49.1% |
| All | +99.4% | +112.0% | -12.6% | +10.4% |
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