+51.4%
RSP vs XLRE
+30.1%
+21.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.2% |
| 7D | -3.1% | -2.7% | -0.4% | -1.5% |
| 30D | -3.4% | -2.3% | -1.1% | -2.1% |
| 3M | +3.6% | -3.5% | +7.1% | +5.6% |
| 6M | +9.0% | +1.9% | +7.1% | +7.3% |
| YTD | +12.2% | +8.3% | +3.8% | +6.3% |
| 1Y | +15.6% | +6.4% | +9.2% | +10.7% |
| All | +51.4% | +30.1% | +21.3% | +28.3% |
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