+64.6%
DRI vs XLRE
+7.1%
+57.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.5% |
| 7D | -4.8% | -2.7% | -2.1% | -3.4% |
| 30D | -5.2% | -2.3% | -2.9% | -4.0% |
| 3M | +2.7% | -3.5% | +6.2% | +4.6% |
| 6M | +3.6% | +1.9% | +1.7% | +2.4% |
| YTD | +15.4% | +8.3% | +7.1% | +10.2% |
| 1Y | +1.3% | +6.4% | -5.1% | -2.4% |
| 3Y | +53.1% | +30.2% | +22.9% | +30.8% |
| 5Y | +64.6% | +8.6% | +55.9% | +61.6% |
| All | +64.6% | +7.1% | +57.4% | +61.6% |
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