+82.0%
USO vs XLRE
+89.0%
-7.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.4% |
| 7D | +9.1% | -1.2% | +10.3% | +9.4% |
| 30D | +21.7% | -2.4% | +24.1% | +22.4% |
| 3M | +20.2% | -2.5% | +22.7% | +20.8% |
| 6M | +43.4% | +4.0% | +39.4% | +40.7% |
| YTD | +124.0% | +9.3% | +114.7% | +116.1% |
| 1Y | +112.2% | +5.6% | +106.6% | +106.9% |
| 3Y | +97.7% | +31.3% | +66.4% | +75.9% |
| 5Y | +217.4% | +9.5% | +207.9% | +199.4% |
| All | +82.0% | +89.0% | -7.1% | +49.8% |
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 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