+281.4%
DIA vs XLRE
+109.5%
+171.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.1% |
| 7D | -1.2% | -0.7% | -0.5% | -0.8% |
| 30D | -2.7% | -2.2% | -0.5% | -1.4% |
| 3M | +3.3% | -2.6% | +5.9% | +4.7% |
| 6M | +10.4% | +2.6% | +7.9% | +8.4% |
| YTD | +10.0% | +9.3% | +0.7% | +3.9% |
| 1Y | +16.2% | +7.2% | +8.9% | +10.8% |
| 3Y | +58.7% | +31.3% | +27.4% | +32.1% |
| 5Y | +63.6% | +8.1% | +55.4% | +51.8% |
| 10Y | +251.0% | +88.9% | +162.1% | +132.8% |
| All | +281.4% | +109.5% | +171.9% | +142.0% |
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 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