+114.1%
XLRE vs DOC
+3.6%
+110.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | +2.9% | +6.2% | -3.4% | -0.4% |
| 30D | +7.8% | +6.5% | +1.3% | +4.2% |
| 3M | -1.2% | -6.2% | +5.1% | +2.0% |
| 6M | +2.0% | +25.6% | -23.6% | -11.1% |
| YTD | +12.4% | +32.1% | -19.6% | -5.2% |
| 1Y | +12.1% | +20.3% | -8.2% | -0.6% |
| 3Y | +39.8% | +42.7% | -2.9% | +10.7% |
| 5Y | +8.9% | -22.2% | +31.0% | +19.8% |
| 10Y | +108.8% | +16.5% | +92.3% | +80.1% |
| All | +114.1% | +3.6% | +110.6% | +92.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling