+346.7%
DOV vs XLRE
+109.5%
+237.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -0.9% |
| 7D | +1.3% | -0.7% | +2.1% | +1.9% |
| 30D | -8.6% | -2.2% | -6.4% | -7.1% |
| 3M | -13.1% | -2.6% | -10.5% | -11.7% |
| 6M | -8.8% | +2.6% | -11.4% | -10.8% |
| YTD | -1.2% | +9.3% | -10.5% | -7.8% |
| 1Y | +10.7% | +7.2% | +3.5% | +4.7% |
| 3Y | +39.3% | +31.3% | +8.0% | +12.3% |
| 5Y | +16.4% | +8.1% | +8.3% | +7.8% |
| 10Y | +302.5% | +88.9% | +213.5% | +163.6% |
| All | +346.7% | +109.5% | +237.2% | +184.7% |
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