+27.6%
DECK vs XLRE
+9.5%
+18.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.8% | +3.1% |
| 7D | +6.4% | +2.3% | +4.1% | +4.6% |
| 30D | +9.1% | +7.3% | +1.8% | +3.4% |
| 3M | -7.2% | +0.1% | -7.3% | -7.2% |
| 6M | -9.9% | +2.3% | -12.2% | -11.3% |
| YTD | -12.8% | +13.3% | -26.1% | -20.3% |
| 1Y | +10.6% | +12.0% | -1.4% | +2.0% |
| 3Y | -13.8% | +45.5% | -59.3% | -34.5% |
| 5Y | +27.6% | +9.3% | +18.3% | +26.2% |
| All | +27.6% | +9.5% | +18.1% | +26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling