+276.4%
DPZ vs XLRE
+112.0%
+164.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.4% |
| 7D | -2.5% | -1.2% | -1.3% | -2.1% |
| 30D | -7.0% | -2.8% | -4.2% | -5.9% |
| 3M | +11.6% | -0.2% | +11.8% | +11.8% |
| 6M | -15.2% | +1.9% | -17.1% | -15.7% |
| YTD | -17.2% | +10.6% | -27.8% | -20.3% |
| 1Y | -24.8% | +8.8% | -33.7% | -27.2% |
| 3Y | -8.7% | +31.5% | -40.2% | -17.7% |
| 5Y | -28.9% | +6.6% | -35.5% | -31.9% |
| 10Y | +153.6% | +84.0% | +69.6% | +101.1% |
| All | +276.4% | +112.0% | +164.4% | +182.5% |
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