+4,521.4%
DELL vs XLRE
+80.3%
+4,441.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.8% | -4.5% | -4.9% |
| 7D | -1.9% | -2.7% | +0.8% | -0.3% |
| 30D | +14.9% | -2.3% | +17.2% | +16.5% |
| 3M | +37.2% | -3.5% | +40.7% | +39.2% |
| 6M | +254.0% | +1.9% | +252.1% | +245.4% |
| YTD | +306.1% | +8.3% | +297.8% | +281.7% |
| 1Y | +312.3% | +6.4% | +305.9% | +291.5% |
| 3Y | +654.0% | +30.2% | +623.8% | +520.2% |
| 5Y | +1,055.3% | +8.6% | +1,046.7% | +960.1% |
| 10Y | +3,948.9% | +87.4% | +3,861.6% | +2,620.6% |
| All | +4,521.4% | +80.3% | +4,441.1% | +3,085.1% |
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 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