-24.1%
OPEN vs XLRE
+30.1%
-54.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.8% | -5.8% | -5.1% |
| 7D | -10.5% | -2.7% | -7.8% | -5.8% |
| 30D | -21.8% | -2.3% | -19.5% | -18.1% |
| 3M | -37.5% | -3.5% | -34.0% | -34.1% |
| 6M | -44.1% | +1.9% | -46.0% | -47.6% |
| YTD | -52.0% | +8.3% | -60.3% | -60.6% |
| 1Y | -52.2% | +6.4% | -58.6% | -59.0% |
| All | -24.1% | +30.1% | -54.2% | -56.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling