+47.6%
XOP vs XLRE
+9.1%
+38.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.9% |
| 7D | +2.6% | -1.2% | +3.8% | +2.4% |
| 30D | +15.4% | -2.8% | +18.3% | +15.1% |
| 3M | +12.1% | -0.2% | +12.3% | +11.9% |
| 6M | +19.7% | +1.9% | +17.7% | +21.3% |
| YTD | +52.4% | +10.6% | +41.8% | +45.4% |
| 1Y | +47.6% | +8.8% | +38.7% | +41.2% |
| All | +47.6% | +9.1% | +38.4% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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