+117.5%
DG vs XLRE
+109.5%
+8.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -2.1% |
| 7D | -4.8% | -0.7% | -4.1% | -4.5% |
| 30D | +1.8% | -2.2% | +4.0% | +2.7% |
| 3M | +14.5% | -2.6% | +17.1% | +15.8% |
| 6M | -13.6% | +2.6% | -16.1% | -14.4% |
| YTD | -4.8% | +9.3% | -14.1% | -8.2% |
| 1Y | +21.6% | +7.2% | +14.3% | +18.2% |
| 3Y | +4.5% | +31.3% | -26.9% | -7.3% |
| 5Y | -38.5% | +8.1% | -46.6% | -41.5% |
| 10Y | +102.2% | +88.9% | +13.3% | +49.8% |
| All | +117.5% | +109.5% | +8.0% | +54.4% |
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