+91.2%
DD vs XLRE
+109.5%
-18.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -1.8% |
| 7D | -3.8% | -0.7% | -3.0% | -3.3% |
| 30D | -9.2% | -2.2% | -7.0% | -7.8% |
| 3M | -9.0% | -2.6% | -6.4% | -7.5% |
| 6M | -5.0% | +2.6% | -7.5% | -7.1% |
| YTD | +7.4% | +9.3% | -1.9% | +0.4% |
| 1Y | +35.1% | +7.2% | +27.9% | +27.9% |
| 3Y | +43.2% | +31.3% | +11.9% | +17.4% |
| 5Y | +59.6% | +8.1% | +51.5% | +48.8% |
| 10Y | +66.5% | +88.9% | -22.4% | +8.0% |
| All | +91.2% | +109.5% | -18.3% | +18.0% |
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