-27.5%
DPZ vs XLRE
+7.8%
-35.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -1.8% |
| 7D | +6.6% | +1.9% | +4.6% | +5.5% |
| 30D | +10.3% | +8.5% | +1.8% | +5.5% |
| 3M | -6.2% | -1.0% | -5.2% | -5.6% |
| 6M | +4.2% | 0.0% | +4.2% | +4.3% |
| YTD | -18.4% | +11.7% | -30.1% | -23.1% |
| 1Y | -14.9% | +11.8% | -26.8% | -19.9% |
| 3Y | -4.6% | +40.8% | -45.4% | -21.1% |
| All | -27.5% | +7.8% | -35.4% | -30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling