+165.8%
RTX vs XLRE
+7.1%
+158.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.7% |
| 7D | -2.0% | -2.7% | +0.7% | -0.8% |
| 30D | -11.2% | -2.3% | -8.9% | -10.3% |
| 3M | +12.0% | -3.5% | +15.5% | +13.7% |
| 6M | -3.6% | +1.9% | -5.4% | -4.5% |
| YTD | +9.2% | +8.3% | +0.8% | +5.2% |
| 1Y | +29.7% | +6.4% | +23.3% | +25.9% |
| 3Y | +152.0% | +30.2% | +121.7% | +120.7% |
| 5Y | +165.8% | +8.6% | +157.1% | +156.1% |
| All | +165.8% | +7.1% | +158.6% | +156.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling