+90.4%
DLTR vs XLRE
+109.5%
-19.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.9% |
| 7D | -10.1% | -1.2% | -8.9% | -9.5% |
| 30D | -8.1% | -2.4% | -5.7% | -6.9% |
| 3M | +2.9% | -2.5% | +5.3% | +4.3% |
| 6M | +4.3% | +4.0% | +0.4% | +2.3% |
| YTD | -3.9% | +9.3% | -13.2% | -8.2% |
| 1Y | +18.9% | +5.6% | +13.3% | +15.7% |
| 3Y | +1.9% | +31.3% | -29.4% | -12.1% |
| 5Y | +31.0% | +9.5% | +21.4% | +22.7% |
| 10Y | +44.8% | +89.0% | -44.2% | -0.5% |
| All | +90.4% | +109.5% | -19.2% | +22.0% |
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