+143.0%
ROP vs XLRE
+111.8%
+31.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.8% |
| 7D | -5.4% | -0.3% | -5.1% | -5.2% |
| 30D | -1.6% | -2.4% | +0.8% | -0.2% |
| 3M | +18.8% | +0.6% | +18.3% | +18.5% |
| 6M | +8.2% | +3.9% | +4.3% | +5.5% |
| YTD | -10.5% | +10.5% | -21.0% | -16.0% |
| 1Y | -23.7% | +8.4% | -32.1% | -27.7% |
| 3Y | -17.9% | +32.8% | -50.7% | -31.9% |
| 5Y | -15.3% | +7.0% | -22.4% | -20.6% |
| 10Y | +133.4% | +83.8% | +49.6% | +59.9% |
| All | +143.0% | +111.8% | +31.1% | +62.2% |
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