+25.1%
DIS vs XLRE
+115.9%
-90.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +1.9% | +0.8% | +1.1% | +1.4% |
| 30D | +9.2% | +6.9% | +2.2% | +4.6% |
| 3M | +13.5% | -0.8% | +14.4% | +14.2% |
| 6M | +14.3% | +2.1% | +12.2% | +12.7% |
| YTD | +5.4% | +12.6% | -7.2% | -2.3% |
| 1Y | +12.2% | +12.5% | -0.3% | +4.0% |
| 3Y | +37.2% | +44.2% | -7.0% | +7.4% |
| 5Y | -23.1% | +9.1% | -32.3% | -28.8% |
| 10Y | +32.2% | +111.8% | -79.6% | -14.5% |
| All | +25.1% | +115.9% | -90.8% | -20.8% |
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