+118.9%
TROW vs XLRE
+109.5%
+9.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.0% | -1.9% |
| 7D | -3.2% | -1.2% | -2.0% | -2.3% |
| 30D | -4.6% | -2.4% | -2.2% | -2.7% |
| 3M | -0.7% | -2.5% | +1.8% | +1.2% |
| 6M | +22.2% | +4.0% | +18.2% | +17.8% |
| YTD | +6.6% | +9.3% | -2.7% | -1.6% |
| 1Y | +5.8% | +5.6% | +0.2% | +0.4% |
| 3Y | +11.6% | +31.3% | -19.7% | -12.6% |
| 5Y | -38.9% | +9.5% | -48.5% | -44.1% |
| 10Y | +128.5% | +89.0% | +39.6% | +44.3% |
| All | +118.9% | +109.5% | +9.4% | +28.8% |
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