-28.8%
DPZ vs XLRE
+7.0%
-35.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.3% |
| 7D | -2.5% | -1.2% | -1.3% | -1.9% |
| 30D | -7.0% | -2.8% | -4.2% | -5.5% |
| 3M | +11.6% | -0.2% | +11.8% | +11.8% |
| 6M | -15.2% | +1.9% | -17.1% | -16.0% |
| YTD | -17.2% | +10.6% | -27.8% | -21.5% |
| 1Y | -24.8% | +8.8% | -33.7% | -28.2% |
| 3Y | -8.7% | +31.5% | -40.2% | -21.4% |
| All | -28.8% | +7.0% | -35.8% | -32.1% |
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