+108.1%
XLRE vs DTE
+177.2%
-69.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.3% |
| 3M | -2.5% | -8.3% | +5.8% | +2.7% |
| 6M | +4.0% | -8.1% | +12.1% | +9.1% |
| YTD | +9.3% | +4.4% | +4.9% | +5.7% |
| 1Y | +5.6% | +0.2% | +5.4% | +4.7% |
| 3Y | +31.3% | +42.6% | -11.3% | +3.0% |
| 5Y | +9.5% | +31.5% | -21.9% | -9.9% |
| 10Y | +89.0% | +138.2% | -49.3% | +7.9% |
| All | +108.1% | +177.2% | -69.0% | +10.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling