+108.1%
XLRE vs RRX
+217.2%
-109.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.7% | -2.8% | 0.0% |
| 7D | -1.2% | -0.3% | -0.8% | -1.1% |
| 30D | -2.4% | -6.1% | +3.7% | -1.0% |
| 3M | -2.5% | -23.1% | +20.6% | +2.5% |
| 6M | +4.0% | -19.5% | +23.5% | +6.7% |
| YTD | +9.3% | +16.1% | -6.8% | +0.8% |
| 1Y | +5.6% | +12.9% | -7.3% | -2.6% |
| 3Y | +31.3% | +7.9% | +23.3% | +16.8% |
| 5Y | +9.5% | +19.1% | -9.6% | -8.2% |
| 10Y | +89.0% | +225.8% | -136.8% | +10.3% |
| All | +108.1% | +217.2% | -109.1% | +20.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling