+1.9%
XLRE vs DTE
-8.0%
+9.9%
-6.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.4% | -0.2% |
| 7D | -2.7% | -2.0% | -0.7% | -1.8% |
| 30D | -2.3% | -2.4% | +0.1% | -1.2% |
| 3M | -3.5% | -7.3% | +3.8% | +0.2% |
| 6M | +1.9% | -7.6% | +9.5% | +5.5% |
| All | +1.9% | -8.0% | +9.9% | +5.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling