-11.4%
RKT vs XLRE
+8.4%
-19.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -0.9% | -1.2% |
| 7D | -6.3% | -1.2% | -5.1% | -4.8% |
| 30D | -6.2% | -2.4% | -3.8% | -2.9% |
| 3M | -1.9% | -2.5% | +0.6% | +1.1% |
| 6M | -13.0% | +4.0% | -17.0% | -17.1% |
| YTD | -31.9% | +9.3% | -41.2% | -39.4% |
| 1Y | -37.6% | +5.6% | -43.2% | -41.5% |
| 3Y | +36.8% | +31.3% | +5.5% | -1.2% |
| All | -11.4% | +8.4% | -19.9% | -24.6% |
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 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