+559.3%
ROKU vs XLRE
+82.7%
+476.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | -0.2% |
| 7D | -0.4% | -1.2% | +0.7% | +0.6% |
| 30D | +2.1% | -2.4% | +4.5% | +4.3% |
| 3M | +29.5% | -2.5% | +32.0% | +32.2% |
| 6M | +53.8% | +4.0% | +49.8% | +48.2% |
| YTD | +42.8% | +9.3% | +33.5% | +31.3% |
| 1Y | +60.7% | +5.6% | +55.1% | +52.3% |
| 3Y | +83.9% | +31.3% | +52.6% | +43.8% |
| 5Y | -52.8% | +9.5% | -62.4% | -56.4% |
| All | +559.3% | +82.7% | +476.6% | +335.1% |
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