+7.4%
DASH vs XLRE
+7.0%
+0.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.7% | -3.9% | -3.9% |
| 7D | -10.6% | -1.2% | -9.3% | -9.5% |
| 30D | +2.2% | -2.8% | +5.0% | +5.1% |
| 3M | +32.3% | -0.2% | +32.5% | +32.1% |
| 6M | +19.1% | +1.9% | +17.2% | +16.2% |
| YTD | -6.5% | +10.6% | -17.1% | -16.5% |
| 1Y | -14.9% | +8.8% | -23.7% | -23.0% |
| 3Y | +151.9% | +31.5% | +120.4% | +76.9% |
| All | +7.4% | +7.0% | +0.5% | -4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling