+4.1%
DASH vs XLRE
+43.5%
-39.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -0.6% |
| 7D | -12.8% | -0.7% | -12.1% | -12.2% |
| 30D | -6.0% | -2.2% | -3.8% | -4.0% |
| 3M | +26.7% | -2.6% | +29.3% | +29.6% |
| 6M | +11.7% | +2.6% | +9.1% | +8.6% |
| YTD | -12.9% | +9.3% | -22.2% | -20.8% |
| 1Y | -23.1% | +7.2% | -30.3% | -29.0% |
| 3Y | +140.0% | +31.3% | +108.7% | +73.6% |
| 5Y | -5.1% | +8.1% | -13.2% | -13.6% |
| All | +4.1% | +43.5% | -39.4% | -9.1% |
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 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