+8.9%
XLRE vs DTE
+30.3%
-21.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.7% |
| 7D | -1.2% | -2.6% | +1.4% | +0.4% |
| 30D | -2.4% | -4.4% | +2.0% | +0.2% |
| 3M | -2.5% | -8.3% | +5.8% | +2.6% |
| 6M | +4.0% | -8.1% | +12.1% | +9.0% |
| YTD | +9.3% | +4.4% | +4.9% | +5.6% |
| 1Y | +5.6% | +0.2% | +5.4% | +4.6% |
| 3Y | +31.3% | +42.6% | -11.3% | +2.0% |
| All | +8.9% | +30.3% | -21.3% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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