+112.2%
DT vs XLRE
+46.4%
+65.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +1.4% |
| 7D | -0.5% | -0.7% | +0.2% | 0.0% |
| 30D | +0.1% | -2.2% | +2.3% | +1.7% |
| 3M | +24.1% | -2.6% | +26.7% | +26.3% |
| 6M | +30.1% | +2.6% | +27.5% | +26.6% |
| YTD | +16.8% | +9.3% | +7.5% | +8.0% |
| 1Y | -0.1% | +7.2% | -7.3% | -6.3% |
| 3Y | +6.8% | +31.3% | -24.5% | -16.5% |
| 5Y | -28.4% | +8.1% | -36.5% | -34.3% |
| All | +112.2% | +46.4% | +65.8% | +42.9% |
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