+54.2%
RGTI vs XLRE
+22.6%
+31.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.1% | -0.2% |
| 7D | +0.5% | -1.2% | +1.6% | +1.8% |
| 30D | -17.1% | -2.4% | -14.7% | -14.9% |
| 3M | -26.0% | -2.5% | -23.5% | -25.0% |
| 6M | -9.9% | +4.0% | -13.8% | -15.4% |
| YTD | -31.1% | +9.3% | -40.3% | -39.2% |
| 1Y | -8.5% | +5.6% | -14.1% | -16.0% |
| 3Y | +652.2% | +31.3% | +620.9% | +439.0% |
| 5Y | +56.8% | +9.5% | +47.2% | +22.3% |
| All | +54.2% | +22.6% | +31.6% | +20.0% |
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