+114.5%
XLRE vs RL
+302.9%
-188.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.3% |
| 7D | +0.8% | +2.6% | -1.7% | +0.3% |
| 30D | +6.9% | +2.9% | +4.0% | +6.2% |
| 3M | -0.8% | 0.0% | -0.8% | -1.0% |
| 6M | +2.1% | +17.1% | -15.0% | -1.8% |
| YTD | +12.6% | +10.1% | +2.5% | +9.3% |
| 1Y | +12.5% | +17.3% | -4.8% | +7.7% |
| 3Y | +44.2% | +249.3% | -205.1% | +7.2% |
| 5Y | +9.1% | +240.9% | -231.8% | -20.2% |
| 10Y | +111.8% | +337.3% | -225.5% | +38.3% |
| All | +114.5% | +302.9% | -188.4% | +37.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling