+331.9%
RTX vs XLRE
+111.8%
+220.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | -3.1% | -0.3% | -2.8% | -2.9% |
| 30D | -10.6% | -2.4% | -8.2% | -9.2% |
| 3M | +11.6% | +0.6% | +11.1% | +10.9% |
| 6M | -4.5% | +3.9% | -8.5% | -7.1% |
| YTD | +9.6% | +10.5% | -0.9% | +2.3% |
| 1Y | +30.8% | +8.4% | +22.4% | +23.6% |
| 3Y | +152.8% | +32.8% | +120.0% | +103.1% |
| 5Y | +167.1% | +7.0% | +160.1% | +146.4% |
| 10Y | +275.2% | +83.8% | +191.4% | +138.0% |
| All | +331.9% | +111.8% | +220.1% | +159.5% |
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