+8.9%
XLRE vs RRC
+142.3%
-133.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.1% |
| 7D | -1.2% | -2.0% | +0.9% | -0.9% |
| 30D | -2.4% | +2.4% | -4.8% | -2.7% |
| 3M | -2.5% | +8.6% | -11.1% | -3.6% |
| 6M | +4.0% | -1.4% | +5.4% | +3.8% |
| YTD | +9.3% | +17.3% | -8.0% | +6.5% |
| 1Y | +5.6% | +18.1% | -12.6% | +2.5% |
| 3Y | +31.3% | +32.8% | -1.5% | +24.0% |
| All | +8.9% | +142.3% | -133.3% | -1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling