+24.9%
DBX vs XLRE
+87.6%
-62.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.0% |
| 7D | +2.1% | -1.2% | +3.3% | +2.7% |
| 30D | +5.7% | -2.4% | +8.1% | +7.2% |
| 3M | +31.8% | -2.5% | +34.3% | +33.7% |
| 6M | +37.5% | +4.0% | +33.5% | +34.1% |
| YTD | +27.9% | +9.3% | +18.6% | +21.2% |
| 1Y | +15.0% | +5.6% | +9.5% | +11.1% |
| 3Y | +27.2% | +31.3% | -4.1% | +7.2% |
| 5Y | +12.8% | +9.5% | +3.2% | +4.7% |
| All | +24.9% | +87.6% | -62.8% | -16.3% |
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