-7.3%
DIS vs XLRE
+6.3%
-13.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +2.2% |
| 7D | -1.3% | -2.7% | +1.5% | +0.8% |
| 30D | +2.2% | -2.3% | +4.5% | +4.1% |
| 3M | +8.1% | -3.5% | +11.6% | +11.1% |
| 6M | +5.2% | +1.9% | +3.4% | +3.8% |
| YTD | -6.3% | +8.3% | -14.6% | -12.0% |
| 1Y | -7.3% | +6.4% | -13.7% | -12.9% |
| All | -7.3% | +6.3% | -13.6% | -12.9% |
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