-10.9%
DOW vs XLRE
+57.2%
-68.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | +0.3% |
| 7D | -6.0% | -0.7% | -5.3% | -5.5% |
| 30D | -2.7% | -2.2% | -0.5% | -1.2% |
| 3M | -10.5% | -2.6% | -7.8% | -9.0% |
| 6M | -12.4% | +2.6% | -15.0% | -15.5% |
| YTD | +30.0% | +9.3% | +20.8% | +19.2% |
| 1Y | +27.8% | +7.2% | +20.6% | +19.0% |
| 3Y | -34.9% | +31.3% | -66.3% | -48.7% |
| 5Y | -35.9% | +8.1% | -44.0% | -42.1% |
| All | -10.9% | +57.2% | -68.1% | -34.9% |
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