-38.5%
DXCM vs XLRE
+7.1%
-45.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.4% |
| 7D | -5.8% | -2.7% | -3.1% | -3.9% |
| 30D | -5.6% | -2.3% | -3.3% | -4.0% |
| 3M | +13.0% | -3.5% | +16.5% | +15.9% |
| 6M | +24.7% | +1.9% | +22.8% | +22.6% |
| YTD | +27.3% | +8.3% | +19.0% | +19.4% |
| 1Y | +11.2% | +6.4% | +4.8% | +5.6% |
| 3Y | -19.0% | +30.2% | -49.2% | -35.6% |
| 5Y | -38.5% | +8.6% | -47.1% | -40.5% |
| All | -38.5% | +7.1% | -45.6% | -40.5% |
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 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