+55.0%
XOP vs XLRE
+89.0%
-34.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | -0.5% |
| 7D | +2.6% | -1.2% | +3.8% | +3.5% |
| 30D | +9.6% | -2.4% | +12.0% | +11.4% |
| 3M | +20.4% | -2.5% | +22.9% | +22.0% |
| 6M | +19.9% | +4.0% | +15.9% | +15.0% |
| YTD | +56.4% | +9.3% | +47.1% | +44.4% |
| 1Y | +52.4% | +5.6% | +46.9% | +44.3% |
| 3Y | +39.9% | +31.3% | +8.6% | +10.3% |
| 5Y | +163.7% | +9.5% | +154.2% | +136.4% |
| All | +55.0% | +89.0% | -34.0% | +2.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling