+235.1%
RSP vs XLRE
+111.8%
+123.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -1.0% | -1.0% |
| 7D | -0.4% | -0.3% | -0.1% | -0.2% |
| 30D | -1.5% | -2.4% | +0.9% | +0.1% |
| 3M | +4.8% | +0.6% | +4.2% | +4.2% |
| 6M | +10.3% | +3.9% | +6.3% | +7.0% |
| YTD | +14.1% | +10.5% | +3.6% | +6.1% |
| 1Y | +17.0% | +8.4% | +8.6% | +10.2% |
| 3Y | +54.2% | +32.8% | +21.4% | +24.8% |
| 5Y | +51.5% | +7.0% | +44.5% | +41.2% |
| 10Y | +204.4% | +83.8% | +120.6% | +98.4% |
| All | +235.1% | +111.8% | +123.3% | +103.8% |
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