+88.2%
XLRE vs RL
+311.3%
-223.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.1% | +0.7% |
| 7D | -1.2% | -3.4% | +2.3% | -0.4% |
| 30D | -2.4% | -14.4% | +12.0% | +0.8% |
| 3M | -2.5% | -13.6% | +11.1% | +0.3% |
| 6M | +4.0% | +0.6% | +3.4% | +3.0% |
| YTD | +9.3% | -3.6% | +12.9% | +9.0% |
| 1Y | +5.6% | +8.3% | -2.8% | +2.4% |
| 3Y | +31.3% | +204.8% | -173.5% | -1.8% |
| 5Y | +9.5% | +232.9% | -223.4% | -21.7% |
| All | +88.2% | +311.3% | -223.1% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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