-15.2%
RDW vs XLRE
+11.7%
-26.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.8% | -1.8% | -18.0% | -19.3% |
| 7D | -32.4% | +2.9% | -35.3% | -32.5% |
| 30D | -41.7% | +7.8% | -49.5% | -42.6% |
| 3M | -42.3% | -1.2% | -41.1% | -41.9% |
| 6M | -28.8% | +2.0% | -30.8% | -31.4% |
| YTD | -18.6% | +12.4% | -31.0% | -37.4% |
| 1Y | -15.2% | +12.1% | -27.3% | -33.5% |
| All | -15.2% | +11.7% | -26.9% | -33.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling