+902.8%
DE vs XLRE
+107.7%
+795.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.6% |
| 7D | -2.4% | -2.7% | +0.3% | -0.7% |
| 30D | +9.7% | -2.3% | +12.0% | +11.2% |
| 3M | +21.4% | -3.5% | +24.8% | +23.7% |
| 6M | +15.0% | +1.9% | +13.1% | +13.4% |
| YTD | +46.4% | +8.3% | +38.1% | +39.0% |
| 1Y | +45.6% | +6.4% | +39.2% | +39.7% |
| 3Y | +76.8% | +30.2% | +46.5% | +48.7% |
| 5Y | +99.4% | +8.6% | +90.8% | +84.2% |
| 10Y | +864.6% | +87.4% | +777.2% | +550.7% |
| All | +902.8% | +107.7% | +795.1% | +551.8% |
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 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