+101.8%
DASH vs XLRE
+39.1%
+62.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | +0.3% |
| 7D | +0.4% | +1.9% | -1.5% | -0.5% |
| 30D | -6.0% | +8.5% | -14.5% | -10.2% |
| 3M | -15.8% | -1.0% | -14.8% | -15.1% |
| 6M | +7.0% | 0.0% | +6.9% | +6.9% |
| YTD | -20.7% | +11.7% | -32.3% | -26.0% |
| 1Y | -8.5% | +11.8% | -20.4% | -14.8% |
| 3Y | +101.8% | +40.8% | +61.0% | +57.1% |
| All | +101.8% | +39.1% | +62.7% | +57.1% |
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 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