-24.2%
ROP vs XLRE
+7.1%
-31.4%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.3% |
| 7D | -4.6% | -1.2% | -3.4% | -4.2% |
| 30D | -1.7% | -2.4% | +0.7% | -0.8% |
| 3M | +17.1% | -2.5% | +19.6% | +18.4% |
| 6M | +10.9% | +4.0% | +6.9% | +9.9% |
| YTD | -12.1% | +9.3% | -21.4% | -15.2% |
| 1Y | -24.2% | +5.6% | -29.8% | -26.5% |
| All | -24.2% | +7.1% | -31.4% | -26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling