+110.4%
XLRE vs RBA
+283.5%
-173.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.4% |
| 7D | -0.3% | -1.1% | +0.7% | -0.1% |
| 30D | -2.4% | -13.2% | +10.8% | +0.6% |
| 3M | +0.6% | -21.4% | +21.9% | +5.4% |
| 6M | +3.9% | -20.9% | +24.8% | +8.6% |
| YTD | +10.5% | -19.9% | +30.3% | +14.6% |
| 1Y | +8.4% | -28.7% | +37.1% | +15.3% |
| 3Y | +32.8% | +27.4% | +5.4% | +22.3% |
| 5Y | +7.0% | +41.7% | -34.7% | -5.7% |
| 10Y | +83.8% | +189.6% | -105.8% | +34.8% |
| All | +110.4% | +283.5% | -173.1% | +50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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