+81.6%
XLRE vs DOC
-4.1%
+85.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | +0.3% |
| 7D | -1.2% | -1.5% | +0.2% | -0.4% |
| 30D | -2.8% | -4.8% | +2.0% | -0.2% |
| 3M | -0.2% | +6.9% | -7.1% | -4.0% |
| 6M | +1.9% | +20.7% | -18.8% | -9.6% |
| YTD | +10.6% | +34.1% | -23.6% | -8.1% |
| 1Y | +8.8% | +22.6% | -13.8% | -5.1% |
| 3Y | +31.5% | +20.8% | +10.7% | +13.5% |
| 5Y | +6.6% | -24.9% | +31.4% | +20.5% |
| All | +81.6% | -4.1% | +85.7% | +76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling