-64.6%
RIG vs XLRE
+107.7%
-172.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.8% |
| 7D | -4.2% | -2.7% | -1.4% | -1.8% |
| 30D | -0.7% | -2.3% | +1.6% | +1.2% |
| 3M | -4.0% | -3.5% | -0.5% | -1.6% |
| 6M | -6.3% | +1.9% | -8.2% | -9.3% |
| YTD | +39.7% | +8.3% | +31.4% | +28.1% |
| 1Y | +78.1% | +6.4% | +71.7% | +66.2% |
| 3Y | -29.5% | +30.2% | -59.7% | -46.1% |
| 5Y | +65.3% | +8.6% | +56.7% | +47.6% |
| 10Y | -41.3% | +87.4% | -128.7% | -64.6% |
| All | -64.6% | +107.7% | -172.3% | -79.8% |
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