+27.2%
DBX vs XLRE
+31.2%
-4.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.1% |
| 7D | +2.1% | -1.2% | +3.3% | +2.6% |
| 30D | +5.7% | -2.4% | +8.1% | +6.8% |
| 3M | +31.8% | -2.5% | +34.3% | +33.3% |
| 6M | +37.5% | +4.0% | +33.5% | +34.8% |
| YTD | +27.9% | +9.3% | +18.6% | +22.5% |
| 1Y | +15.0% | +5.6% | +9.5% | +11.8% |
| 3Y | +27.2% | +31.3% | -4.1% | +10.8% |
| All | +27.2% | +31.2% | -4.0% | +10.8% |
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