+271.1%
DPZ vs XLRE
+117.2%
+153.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.6% |
| 7D | +3.7% | +2.3% | +1.4% | +2.8% |
| 30D | +8.0% | +7.3% | +0.7% | +5.2% |
| 3M | -4.2% | +0.1% | -4.3% | -4.2% |
| 6M | +4.6% | +2.3% | +2.3% | +3.8% |
| YTD | -18.4% | +13.3% | -31.7% | -22.2% |
| 1Y | -16.8% | +12.0% | -28.7% | -20.2% |
| 3Y | -5.0% | +45.5% | -50.5% | -17.3% |
| 5Y | -27.8% | +9.3% | -37.1% | -31.4% |
| 10Y | +121.1% | +110.1% | +11.0% | +66.4% |
| All | +271.1% | +117.2% | +153.9% | +176.0% |
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 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