-46.4%
DOCN vs XLRE
+2.2%
-48.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | 0.0% | +9.6% | +9.6% |
| 7D | +3.7% | -1.2% | +4.9% | +2.1% |
| 30D | -33.7% | +6.4% | -40.1% | -29.0% |
| 3M | -27.9% | +2.0% | -29.9% | -28.4% |
| 6M | -46.4% | +1.8% | -48.2% | -47.2% |
| All | -46.4% | +2.2% | -48.6% | -47.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling