+20.6%
DG vs XLRE
+7.1%
+13.5%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.6% |
| 7D | -6.5% | -1.2% | -5.3% | -5.6% |
| 30D | +4.2% | -2.4% | +6.6% | +6.0% |
| 3M | +9.5% | -2.5% | +12.0% | +11.7% |
| 6M | -13.1% | +4.0% | -17.1% | -15.8% |
| YTD | -4.8% | +9.3% | -14.1% | -12.5% |
| 1Y | +20.6% | +5.6% | +15.0% | +11.7% |
| All | +20.6% | +7.1% | +13.5% | +11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling