+558.9%
RMBS vs XLRE
+89.0%
+469.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.3% |
| 7D | +1.8% | -1.2% | +2.9% | +2.6% |
| 30D | -13.9% | -2.4% | -11.5% | -12.6% |
| 3M | -39.8% | -2.5% | -37.3% | -39.4% |
| 6M | -6.0% | +4.0% | -10.0% | -9.5% |
| YTD | -5.4% | +9.3% | -14.6% | -11.8% |
| 1Y | -1.8% | +5.6% | -7.4% | -6.3% |
| 3Y | +53.7% | +31.3% | +22.4% | +25.8% |
| 5Y | +268.5% | +9.5% | +259.0% | +237.7% |
| All | +558.9% | +89.0% | +469.8% | +326.1% |
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