+279.2%
RTX vs XLRE
+89.0%
+190.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.8% |
| 7D | -1.5% | -1.2% | -0.4% | -0.8% |
| 30D | -11.0% | -2.4% | -8.6% | -9.5% |
| 3M | +7.7% | -2.5% | +10.2% | +9.2% |
| 6M | -3.9% | +4.0% | -7.9% | -6.7% |
| YTD | +9.0% | +9.3% | -0.3% | +2.2% |
| 1Y | +27.3% | +5.6% | +21.7% | +22.1% |
| 3Y | +172.9% | +31.3% | +141.6% | +119.2% |
| 5Y | +165.2% | +9.5% | +155.6% | +139.0% |
| All | +279.2% | +89.0% | +190.2% | +136.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling