-42.2%
RIG vs XLRE
+89.0%
-131.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.5% |
| 7D | -3.1% | -1.2% | -1.9% | -2.1% |
| 30D | -0.5% | -2.4% | +1.9% | +1.5% |
| 3M | -6.0% | -2.5% | -3.5% | -4.5% |
| 6M | -10.1% | +4.0% | -14.1% | -14.6% |
| YTD | +37.3% | +9.3% | +28.0% | +24.8% |
| 1Y | +73.9% | +5.6% | +68.3% | +63.3% |
| 3Y | -30.2% | +31.3% | -61.5% | -47.2% |
| 5Y | +62.5% | +9.5% | +52.9% | +43.8% |
| All | -42.2% | +89.0% | -131.2% | -61.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling