-15.1%
DECK vs XLRE
+39.1%
-54.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.6% |
| 7D | +5.8% | +1.9% | +3.8% | +4.2% |
| 30D | +7.9% | +8.5% | -0.6% | +0.9% |
| 3M | -11.4% | -1.0% | -10.4% | -10.6% |
| 6M | -16.6% | 0.0% | -16.6% | -16.4% |
| YTD | -16.4% | +11.7% | -28.0% | -22.9% |
| 1Y | +8.6% | +11.8% | -3.2% | 0.0% |
| 3Y | -15.1% | +40.8% | -55.9% | -27.5% |
| All | -15.1% | +39.1% | -54.2% | -27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling