+152.4%
DPZ vs XLRE
+81.7%
+70.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.6% |
| 7D | -1.5% | -0.3% | -1.1% | -1.3% |
| 30D | -4.4% | -2.4% | -2.0% | -3.5% |
| 3M | +7.6% | +0.6% | +7.1% | +7.5% |
| 6M | -16.9% | +3.9% | -20.9% | -18.1% |
| YTD | -18.6% | +10.5% | -29.1% | -21.6% |
| 1Y | -26.7% | +8.4% | -35.0% | -28.9% |
| 3Y | -9.3% | +32.8% | -42.1% | -18.4% |
| 5Y | -31.0% | +7.0% | -38.1% | -34.0% |
| 10Y | +152.4% | +83.8% | +68.6% | +105.4% |
| All | +152.4% | +81.7% | +70.7% | +105.4% |
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