+26.1%
DECK vs XLRE
+7.0%
+19.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +2.1% |
| 7D | -2.2% | -1.2% | -1.0% | -1.3% |
| 30D | -13.6% | -2.8% | -10.8% | -11.7% |
| 3M | -21.2% | -0.2% | -21.1% | -21.1% |
| 6M | -21.1% | +1.9% | -23.0% | -22.0% |
| YTD | -17.2% | +10.6% | -27.8% | -23.0% |
| 1Y | -30.7% | +8.8% | -39.6% | -34.8% |
| 3Y | -3.4% | +31.5% | -34.9% | -20.8% |
| All | +26.1% | +7.0% | +19.1% | +24.1% |
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