+106.4%
XLRE vs RNG
+273.0%
-166.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.7% |
| 7D | -2.7% | -9.6% | +6.9% | -1.6% |
| 30D | -2.3% | +8.8% | -11.1% | -3.4% |
| 3M | -3.5% | +78.6% | -82.1% | -10.3% |
| 6M | +1.9% | +70.3% | -68.4% | -5.5% |
| YTD | +8.3% | +140.3% | -132.0% | -4.7% |
| 1Y | +6.4% | +126.6% | -120.2% | -6.0% |
| 3Y | +30.2% | +120.2% | -90.0% | +12.4% |
| 5Y | +8.6% | -68.3% | +76.9% | +10.5% |
| 10Y | +87.4% | +220.6% | -133.2% | +36.2% |
| All | +106.4% | +273.0% | -166.6% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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