+247.6%
DIA vs XLRE
+89.0%
+158.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.4% |
| 7D | -1.6% | -1.2% | -0.4% | -0.9% |
| 30D | -2.0% | -2.4% | +0.4% | -0.6% |
| 3M | +3.6% | -2.5% | +6.1% | +5.0% |
| 6M | +11.5% | +4.0% | +7.5% | +8.5% |
| YTD | +10.4% | +9.3% | +1.1% | +4.1% |
| 1Y | +15.6% | +5.6% | +10.0% | +11.2% |
| 3Y | +58.9% | +31.3% | +27.6% | +31.7% |
| 5Y | +65.3% | +9.5% | +55.8% | +51.9% |
| All | +247.6% | +89.0% | +158.6% | +131.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling