+589.1%
ON vs XLRE
+109.5%
+479.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.9% |
| 7D | -1.9% | -0.7% | -1.1% | -1.2% |
| 30D | -11.0% | -2.2% | -8.8% | -9.3% |
| 3M | -39.3% | -2.6% | -36.7% | -38.8% |
| 6M | +19.8% | +2.6% | +17.3% | +14.8% |
| YTD | +31.1% | +9.3% | +21.8% | +18.3% |
| 1Y | +46.0% | +7.2% | +38.8% | +33.9% |
| 3Y | -27.5% | +31.3% | -58.8% | -45.4% |
| 5Y | +56.9% | +8.1% | +48.8% | +42.8% |
| 10Y | +591.8% | +88.9% | +502.9% | +309.8% |
| All | +589.1% | +109.5% | +479.7% | +290.0% |
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 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