+726.4%
DECK vs XLRE
+112.9%
+613.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.8% | -4.0% |
| 7D | -3.7% | +0.1% | -3.8% | -3.7% |
| 30D | +0.6% | +6.0% | -5.4% | -3.5% |
| 3M | -7.3% | +0.5% | -7.9% | -7.5% |
| 6M | -10.9% | +1.2% | -12.1% | -11.5% |
| YTD | -18.5% | +12.6% | -31.0% | -24.8% |
| 1Y | +0.2% | +11.0% | -10.8% | -6.7% |
| 3Y | -19.8% | +43.0% | -62.8% | -37.9% |
| 5Y | +18.7% | +9.1% | +9.6% | +11.4% |
| All | +726.4% | +112.9% | +613.5% | +477.4% |
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