+115.5%
XLRE vs RBA
+350.4%
-234.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | +2.1% | +3.2% | -1.1% | +1.4% |
| 30D | +7.1% | +12.0% | -4.9% | +4.4% |
| 3M | +1.3% | +2.9% | -1.6% | +0.4% |
| 6M | +2.1% | -6.3% | +8.4% | +2.8% |
| YTD | +13.1% | -5.9% | +19.0% | +13.2% |
| 1Y | +11.9% | -3.9% | +15.8% | +11.4% |
| 3Y | +43.7% | +64.9% | -21.2% | +25.0% |
| 5Y | +9.7% | +48.5% | -38.7% | -4.1% |
| 10Y | +113.0% | +211.8% | -98.8% | +51.4% |
| All | +115.5% | +350.4% | -234.9% | +48.1% |
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