+30.2%
XLRE vs RRC
+31.5%
-1.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -0.9% |
| 7D | -2.7% | -1.2% | -1.6% | -2.6% |
| 30D | -2.3% | +3.0% | -5.3% | -2.7% |
| 3M | -3.5% | +7.3% | -10.8% | -4.4% |
| 6M | +1.9% | +3.6% | -1.7% | +1.0% |
| YTD | +8.3% | +19.4% | -11.0% | +4.9% |
| 1Y | +6.4% | +21.4% | -15.0% | +2.5% |
| All | +30.2% | +31.5% | -1.3% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 3y: compounded portfolio wealth divided by compounded RRC 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…
3y analysis · Full analysis span regression · 6 months rolling