+106.4%
XLRE vs RRC
+22.7%
+83.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.6% |
| 3M | -3.5% | +7.3% | -10.8% | -4.1% |
| 6M | +1.9% | +3.6% | -1.7% | +1.4% |
| YTD | +8.3% | +19.4% | -11.0% | +6.5% |
| 1Y | +6.4% | +21.4% | -15.0% | +4.3% |
| 3Y | +30.2% | +32.8% | -2.5% | +26.0% |
| 5Y | +8.6% | +152.0% | -143.4% | -0.7% |
| 10Y | +87.4% | +5.9% | +81.5% | +55.8% |
| All | +106.4% | +22.7% | +83.7% | +68.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling