-99.9%
DFNS vs XLRE
+55.1%
-155.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +0.8% | -0.3% | +1.1% | +0.4% |
| 30D | -73.2% | -2.4% | -70.8% | -73.7% |
| 3M | -72.4% | +0.6% | -73.0% | -72.3% |
| 6M | -95.2% | +3.9% | -99.2% | -95.1% |
| YTD | -98.0% | +10.5% | -108.5% | -97.8% |
| 1Y | -98.3% | +8.4% | -106.6% | -98.2% |
| 3Y | -99.9% | +32.8% | -132.7% | -99.9% |
| 5Y | -99.9% | +7.0% | -106.9% | -99.8% |
| All | -99.9% | +55.1% | -155.0% | -99.8% |
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