+365.2%
RMD vs XLRE
+109.5%
+255.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | +0.2% |
| 7D | -4.7% | -0.7% | -4.0% | -4.3% |
| 30D | +0.2% | -2.2% | +2.5% | +1.7% |
| 3M | +12.0% | -2.6% | +14.6% | +13.9% |
| 6M | -12.5% | +2.6% | -15.1% | -13.9% |
| YTD | -7.9% | +9.3% | -17.2% | -13.0% |
| 1Y | -20.4% | +7.2% | -27.6% | -23.9% |
| 3Y | +53.1% | +31.3% | +21.8% | +27.6% |
| 5Y | -22.1% | +8.1% | -30.3% | -26.9% |
| 10Y | +275.4% | +88.9% | +186.5% | +149.8% |
| All | +365.2% | +109.5% | +255.7% | +202.1% |
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 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