-99.9%
DFNS vs XLRE
+53.4%
-153.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -1.9% |
| 7D | -6.3% | -1.2% | -5.2% | -7.2% |
| 30D | -74.0% | -2.4% | -71.6% | -74.4% |
| 3M | -70.1% | -2.5% | -67.7% | -70.7% |
| 6M | -93.9% | +4.0% | -97.9% | -93.8% |
| YTD | -98.1% | +9.3% | -107.4% | -98.0% |
| 1Y | -98.3% | +5.6% | -103.9% | -98.3% |
| 3Y | -99.9% | +31.3% | -131.2% | -99.9% |
| 5Y | -99.9% | +9.5% | -109.4% | -99.9% |
| All | -99.9% | +53.4% | -153.3% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling