-99.9%
DFNS vs XLRE
+7.1%
-107.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.4% | +0.8% |
| 7D | -3.3% | -2.7% | -0.6% | -5.7% |
| 30D | -73.1% | -2.3% | -70.8% | -73.6% |
| 3M | -71.4% | -3.5% | -67.9% | -72.2% |
| 6M | -93.8% | +1.9% | -95.7% | -93.8% |
| YTD | -98.0% | +8.3% | -106.4% | -97.9% |
| 1Y | -98.2% | +6.4% | -104.6% | -98.1% |
| 3Y | -99.9% | +30.2% | -130.1% | -99.9% |
| 5Y | -99.9% | +8.6% | -108.5% | -99.9% |
| All | -99.9% | +7.1% | -107.0% | -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 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