+94.0%
NOK vs XLRE
+107.7%
-13.8%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -0.8% |
| 7D | +8.7% | -2.7% | +11.4% | +10.4% |
| 30D | +12.5% | -2.3% | +14.8% | +14.0% |
| 3M | -20.7% | -3.5% | -17.3% | -19.7% |
| 6M | +36.2% | +1.9% | +34.3% | +33.6% |
| YTD | +64.1% | +8.3% | +55.8% | +55.1% |
| 1Y | +132.4% | +6.4% | +126.0% | +121.3% |
| 3Y | +182.9% | +30.2% | +152.6% | +136.5% |
| 5Y | +102.8% | +8.6% | +94.2% | +87.1% |
| 10Y | +126.8% | +87.4% | +39.5% | +57.8% |
| All | +94.0% | +107.7% | -13.8% | +29.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling