+451.0%
DHR vs XLRE
+109.5%
+341.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.7% |
| 7D | -3.6% | -1.2% | -2.5% | -2.9% |
| 30D | -2.7% | -2.4% | -0.3% | -1.3% |
| 3M | +10.9% | -2.5% | +13.4% | +12.6% |
| 6M | +3.0% | +4.0% | -0.9% | +0.4% |
| YTD | -12.2% | +9.3% | -21.5% | -17.1% |
| 1Y | +3.3% | +5.6% | -2.3% | -0.4% |
| 3Y | -8.2% | +31.3% | -39.5% | -22.8% |
| 5Y | -29.9% | +9.5% | -39.4% | -34.6% |
| 10Y | +208.5% | +89.0% | +119.5% | +112.1% |
| All | +451.0% | +109.5% | +341.5% | +263.4% |
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