+581.6%
RMBS vs XLRE
+109.5%
+472.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.6% |
| 7D | +3.5% | -0.7% | +4.2% | +3.9% |
| 30D | -8.6% | -2.2% | -6.4% | -7.3% |
| 3M | -40.3% | -2.6% | -37.7% | -39.9% |
| 6M | -1.0% | +2.6% | -3.6% | -3.7% |
| YTD | -4.6% | +9.3% | -13.9% | -10.9% |
| 1Y | +17.6% | +7.2% | +10.3% | +11.3% |
| 3Y | +58.6% | +31.3% | +27.3% | +30.8% |
| 5Y | +270.9% | +8.1% | +262.8% | +243.7% |
| 10Y | +569.1% | +88.9% | +480.1% | +346.1% |
| All | +581.6% | +109.5% | +472.1% | +335.4% |
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 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