-54.8%
DOCS vs XLRE
+8.8%
-63.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | +0.4% |
| 7D | +0.1% | +0.1% | -0.1% | -0.1% |
| 30D | +8.7% | +6.0% | +2.6% | +3.0% |
| 3M | +32.9% | +0.5% | +32.3% | +32.2% |
| 6M | +25.5% | +1.2% | +24.3% | +24.1% |
| YTD | -25.0% | +12.6% | -37.6% | -33.8% |
| 1Y | -34.9% | +11.0% | -45.9% | -41.6% |
| 3Y | +39.3% | +43.0% | -3.6% | -5.7% |
| 5Y | -54.8% | +9.1% | -63.9% | -59.0% |
| All | -54.8% | +8.8% | -63.6% | -59.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling