-6.1%
RDW vs XLRE
+8.4%
-14.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -3.2% |
| 7D | +0.9% | -1.2% | +2.0% | +2.1% |
| 30D | -21.3% | -2.4% | -18.9% | -19.3% |
| 3M | -37.9% | -2.5% | -35.4% | -37.6% |
| 6M | +12.3% | +4.0% | +8.3% | +4.4% |
| YTD | +39.7% | +9.3% | +30.5% | +22.7% |
| 1Y | +25.7% | +5.6% | +20.1% | +15.2% |
| 3Y | +230.8% | +31.3% | +199.6% | +145.4% |
| All | -6.1% | +8.4% | -14.5% | -24.1% |
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