+110.4%
XLRE vs DAR
+493.4%
-382.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -0.6% |
| 7D | -0.3% | -0.9% | +0.6% | -0.2% |
| 30D | -2.4% | +13.0% | -15.4% | -4.9% |
| 3M | +0.6% | +15.0% | -14.4% | -2.6% |
| 6M | +3.9% | +26.8% | -22.9% | -1.7% |
| YTD | +10.5% | +86.4% | -75.9% | -3.7% |
| 1Y | +8.4% | +115.1% | -106.7% | -8.8% |
| 3Y | +32.8% | +14.6% | +18.2% | +24.2% |
| 5Y | +7.0% | -8.8% | +15.8% | +2.4% |
| 10Y | +83.8% | +356.5% | -272.7% | +15.4% |
| All | +110.4% | +493.4% | -382.9% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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