+748.8%
DECK vs XLRE
+112.9%
+635.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | +0.1% | +0.8% | -0.7% | -0.4% |
| 30D | +4.8% | +6.9% | -2.1% | -0.1% |
| 3M | -6.9% | -0.8% | -6.1% | -6.2% |
| 6M | -7.6% | +2.1% | -9.7% | -8.8% |
| YTD | -16.3% | +12.6% | -28.9% | -22.8% |
| 1Y | +4.5% | +12.5% | -8.0% | -3.6% |
| 3Y | -17.1% | +44.2% | -61.3% | -36.1% |
| 5Y | +21.9% | +9.1% | +12.8% | +14.4% |
| All | +748.8% | +112.9% | +635.9% | +493.0% |
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 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