-39.6%
DKS vs XLRE
+7.1%
-46.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +1.7% |
| 7D | -2.0% | -1.2% | -0.9% | -1.2% |
| 30D | -32.7% | -2.4% | -30.3% | -31.6% |
| 3M | -38.8% | -2.5% | -36.3% | -37.6% |
| 6M | -29.4% | +4.0% | -33.4% | -31.8% |
| YTD | -30.3% | +9.3% | -39.6% | -35.9% |
| 1Y | -39.6% | +5.6% | -45.2% | -44.0% |
| All | -39.6% | +7.1% | -46.7% | -44.0% |
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 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