-38.7%
DOCS vs XLRE
+17.2%
-55.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.4% |
| 7D | -0.8% | +1.9% | -2.7% | -2.3% |
| 30D | +17.4% | +8.5% | +9.0% | +9.4% |
| 3M | +57.4% | -1.0% | +58.3% | +58.9% |
| 6M | +26.5% | 0.0% | +26.5% | +26.5% |
| YTD | -26.6% | +11.7% | -38.3% | -34.3% |
| 1Y | -48.1% | +11.8% | -59.9% | -53.6% |
| 3Y | +52.6% | +40.8% | +11.8% | +7.2% |
| 5Y | -52.1% | +8.2% | -60.2% | -56.1% |
| All | -38.7% | +17.2% | -55.9% | -40.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling