+629.3%
ON vs XLRE
+89.0%
+540.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.9% | +7.6% | +7.7% |
| 7D | +2.4% | -1.2% | +3.5% | +3.5% |
| 30D | -8.6% | -2.4% | -6.2% | -6.6% |
| 3M | -34.3% | -2.5% | -31.8% | -33.8% |
| 6M | +28.5% | +4.0% | +24.6% | +21.5% |
| YTD | +40.6% | +9.3% | +31.3% | +26.6% |
| 1Y | +55.3% | +5.6% | +49.7% | +44.3% |
| 3Y | -22.2% | +31.3% | -53.5% | -41.8% |
| 5Y | +62.4% | +9.5% | +52.8% | +45.7% |
| All | +629.3% | +89.0% | +540.3% | +333.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling