+333.5%
DXCM vs XLRE
+111.8%
+221.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.1% | -3.8% | -3.8% |
| 7D | -6.2% | -0.3% | -5.9% | -6.0% |
| 30D | -0.3% | -2.4% | +2.1% | +1.3% |
| 3M | +10.3% | +0.6% | +9.7% | +9.8% |
| 6M | +24.1% | +3.9% | +20.2% | +20.7% |
| YTD | +27.4% | +10.5% | +16.9% | +18.8% |
| 1Y | +8.4% | +8.4% | 0.0% | +2.3% |
| 3Y | -19.0% | +32.8% | -51.8% | -34.4% |
| 5Y | -38.6% | +7.0% | -45.6% | -42.1% |
| 10Y | +252.9% | +83.8% | +169.1% | +133.6% |
| All | +333.5% | +111.8% | +221.7% | +155.8% |
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