+333.1%
RCL vs XLRE
+89.0%
+244.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | -0.5% |
| 7D | -1.9% | -1.2% | -0.7% | -0.6% |
| 30D | -15.5% | -2.4% | -13.1% | -13.3% |
| 3M | -9.7% | -2.5% | -7.2% | -7.4% |
| 6M | -8.7% | +4.0% | -12.7% | -12.7% |
| YTD | -5.8% | +9.3% | -15.0% | -14.7% |
| 1Y | -24.5% | +5.6% | -30.0% | -28.8% |
| 3Y | +173.9% | +31.3% | +142.6% | +97.6% |
| 5Y | +228.0% | +9.5% | +218.4% | +193.5% |
| All | +333.1% | +89.0% | +244.0% | +160.5% |
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