+73.7%
RIO vs XLRE
+9.1%
+64.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.6% |
| 7D | 0.0% | -1.2% | +1.2% | +0.4% |
| 30D | +4.0% | -2.8% | +6.8% | +4.9% |
| 3M | +0.1% | -0.2% | +0.3% | -0.3% |
| 6M | +12.7% | +1.9% | +10.8% | +10.0% |
| YTD | +35.6% | +10.6% | +25.0% | +29.2% |
| 1Y | +73.7% | +8.8% | +64.9% | +63.4% |
| All | +73.7% | +9.1% | +64.6% | +63.4% |
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