-20.0%
DASH vs XLRE
+9.0%
-29.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.1% | -5.3% | -5.3% |
| 7D | -11.2% | -0.3% | -10.9% | -11.1% |
| 30D | -7.3% | -2.4% | -4.9% | -6.5% |
| 3M | +31.4% | +0.6% | +30.9% | +31.2% |
| 6M | +11.9% | +3.9% | +7.9% | +9.4% |
| YTD | -11.5% | +10.5% | -22.0% | -14.8% |
| 1Y | -20.0% | +8.4% | -28.4% | -23.5% |
| All | -20.0% | +9.0% | -29.0% | -23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling