+91.5%
RIO vs XLRE
+8.4%
+83.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.2% |
| 7D | -3.2% | -1.2% | -2.0% | -2.6% |
| 30D | +0.9% | -2.4% | +3.3% | +2.1% |
| 3M | -1.4% | -2.5% | +1.1% | -0.5% |
| 6M | +10.9% | +4.0% | +7.0% | +8.4% |
| YTD | +31.2% | +9.3% | +21.9% | +25.0% |
| 1Y | +67.9% | +5.6% | +62.3% | +62.5% |
| 3Y | +88.8% | +31.3% | +57.5% | +61.9% |
| All | +91.5% | +8.4% | +83.1% | +72.4% |
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 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