+728.3%
DECK vs XLRE
+112.0%
+616.3%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +2.1% |
| 7D | -2.2% | -1.2% | -1.0% | -1.4% |
| 30D | -13.6% | -2.8% | -10.8% | -11.8% |
| 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% | -22.6% |
| 1Y | -30.7% | +8.8% | -39.6% | -34.5% |
| 3Y | -3.4% | +31.5% | -34.9% | -20.3% |
| 5Y | +25.5% | +6.6% | +19.0% | +19.7% |
| 10Y | +714.7% | +84.0% | +630.6% | +465.9% |
| All | +728.3% | +112.0% | +616.3% | +429.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling