+72.4%
UBER vs XLRE
+55.4%
+17.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.9% |
| 7D | -5.4% | -1.2% | -4.2% | -4.6% |
| 30D | -4.9% | -2.4% | -2.5% | -3.2% |
| 3M | +3.0% | -2.5% | +5.5% | +4.8% |
| 6M | -4.4% | +4.0% | -8.4% | -7.5% |
| YTD | -12.3% | +9.3% | -21.6% | -18.5% |
| 1Y | -24.3% | +5.6% | -29.9% | -27.9% |
| 3Y | +46.4% | +31.3% | +15.2% | +16.0% |
| 5Y | +79.7% | +9.5% | +70.1% | +64.2% |
| All | +72.4% | +55.4% | +17.0% | +17.8% |
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