+21.5%
DBX vs XLRE
+87.6%
-66.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.1% | +3.4% | +2.9% |
| 7D | +0.3% | -0.7% | +1.0% | +0.7% |
| 30D | 0.0% | -2.2% | +2.2% | +1.3% |
| 3M | +26.1% | -2.6% | +28.7% | +28.0% |
| 6M | +29.4% | +2.6% | +26.8% | +27.1% |
| YTD | +24.4% | +9.3% | +15.2% | +17.9% |
| 1Y | +10.9% | +7.2% | +3.6% | +6.1% |
| 3Y | +24.1% | +31.3% | -7.3% | +4.6% |
| 5Y | +7.8% | +8.1% | -0.4% | +0.8% |
| All | +21.5% | +87.6% | -66.1% | -18.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling