-20.4%
ROP vs XLRE
+30.1%
-50.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.4% | -0.1% |
| 7D | -8.0% | -2.7% | -5.3% | -6.8% |
| 30D | -2.7% | -2.3% | -0.4% | -1.6% |
| 3M | +16.6% | -3.5% | +20.1% | +18.7% |
| 6M | +10.4% | +1.9% | +8.5% | +9.3% |
| YTD | -12.1% | +8.3% | -20.4% | -15.7% |
| 1Y | -23.6% | +6.4% | -30.0% | -26.1% |
| All | -20.4% | +30.1% | -50.4% | -29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling