+115.1%
NOK vs XLRE
+8.4%
+106.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.9% | +3.9% | +4.3% |
| 7D | +11.0% | -1.2% | +12.1% | +11.7% |
| 30D | +7.8% | -2.4% | +10.3% | +9.3% |
| 3M | -21.0% | -2.5% | -18.5% | -20.4% |
| 6M | +40.9% | +4.0% | +36.9% | +36.2% |
| YTD | +72.0% | +9.3% | +62.7% | +60.9% |
| 1Y | +140.9% | +5.6% | +135.3% | +129.5% |
| 3Y | +194.3% | +31.3% | +163.0% | +137.9% |
| All | +115.1% | +8.4% | +106.7% | +94.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling