-50.3%
DOCS vs XLRE
+16.1%
-66.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.0% | -2.1% |
| 7D | -1.4% | -1.2% | -0.2% | -0.3% |
| 30D | +21.8% | -2.8% | +24.6% | +25.1% |
| 3M | +27.3% | -0.2% | +27.5% | +27.5% |
| 6M | -0.3% | +1.9% | -2.3% | -2.3% |
| YTD | -40.5% | +10.6% | -51.1% | -46.3% |
| 1Y | -61.5% | +8.8% | -70.4% | -64.8% |
| 3Y | +8.2% | +31.5% | -23.4% | -18.9% |
| 5Y | -73.4% | +6.6% | -80.0% | -76.8% |
| All | -50.3% | +16.1% | -66.3% | -51.6% |
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