+14.1%
XLRE vs RRX
+30.0%
-15.9%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.6% | +7.0% | +3.5% |
| 7D | +7.1% | +7.6% | -0.5% | +6.7% |
| 30D | +10.9% | +7.5% | +3.4% | +10.5% |
| 3M | +0.7% | -21.0% | +21.8% | +1.7% |
| 6M | +4.1% | -18.1% | +22.2% | +4.4% |
| YTD | +14.5% | +24.3% | -9.8% | +9.8% |
| 1Y | +14.1% | +29.3% | -15.2% | +8.9% |
| All | +14.1% | +30.0% | -15.9% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling