+118.0%
NOK vs XLRE
+9.1%
+108.9%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.4% | +2.5% |
| 7D | -1.8% | -1.2% | -0.5% | -2.1% |
| 30D | +4.7% | -2.8% | +7.5% | +3.8% |
| 3M | -39.7% | -0.2% | -39.5% | -40.0% |
| 6M | +23.1% | +1.9% | +21.1% | +19.2% |
| YTD | +55.0% | +10.6% | +44.5% | +58.0% |
| 1Y | +118.0% | +8.8% | +109.2% | +107.0% |
| All | +118.0% | +9.1% | +108.9% | +107.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 1y: compounded portfolio wealth divided by compounded XLRE 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…
1y analysis · Full analysis span regression · 6 months rolling