+227.9%
RCL vs XLRE
+111.8%
+116.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | -0.5% | -0.3% | -0.1% | -0.1% |
| 30D | -17.3% | -2.4% | -14.9% | -15.2% |
| 3M | -2.8% | +0.6% | -3.3% | -3.6% |
| 6M | -4.4% | +3.9% | -8.3% | -8.4% |
| YTD | -4.2% | +10.5% | -14.7% | -14.0% |
| 1Y | -23.4% | +8.4% | -31.8% | -29.7% |
| 3Y | +179.4% | +32.8% | +146.6% | +101.4% |
| 5Y | +238.8% | +7.0% | +231.7% | +212.5% |
| 10Y | +350.2% | +83.8% | +266.4% | +172.0% |
| All | +227.9% | +111.8% | +116.1% | +80.4% |
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