-21.8%
DXCM vs XLRE
+31.2%
-53.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.2% |
| 7D | -6.5% | -0.7% | -5.7% | -6.1% |
| 30D | -4.3% | -2.2% | -2.1% | -3.2% |
| 3M | +7.3% | -2.6% | +9.9% | +8.7% |
| 6M | +22.0% | +2.6% | +19.5% | +20.4% |
| YTD | +26.4% | +9.3% | +17.1% | +20.7% |
| 1Y | +7.0% | +7.2% | -0.2% | +3.1% |
| All | -21.8% | +31.2% | -53.0% | -28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling