+292.2%
RCL vs XLRE
+9.1%
+283.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.2% | +0.8% | -2.0% | -2.0% |
| 30D | +17.8% | +6.9% | +10.9% | +10.5% |
| 3M | +4.9% | -0.8% | +5.8% | +5.9% |
| 6M | +23.7% | +2.1% | +21.6% | +21.0% |
| YTD | +17.8% | +12.6% | +5.2% | +4.7% |
| 1Y | +28.9% | +12.5% | +16.4% | +14.8% |
| 3Y | +241.9% | +44.2% | +197.7% | +131.4% |
| All | +292.2% | +9.1% | +283.1% | +258.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling