+292.2%
DOV vs XLRE
+89.0%
+203.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.2% |
| 7D | -2.0% | -1.2% | -0.8% | -1.1% |
| 30D | -8.9% | -2.4% | -6.5% | -7.2% |
| 3M | -13.3% | -2.5% | -10.8% | -11.8% |
| 6M | -9.7% | +4.0% | -13.6% | -12.6% |
| YTD | -2.5% | +9.3% | -11.7% | -9.1% |
| 1Y | +7.2% | +5.6% | +1.6% | +2.4% |
| 3Y | +39.4% | +31.3% | +8.1% | +11.4% |
| 5Y | +15.8% | +9.5% | +6.3% | +5.9% |
| All | +292.2% | +89.0% | +203.2% | +159.4% |
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