+13.6%
RXL vs SPY
+79.8%
-66.1%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -0.6% |
| 7D | -8.8% | -2.0% | -6.8% | -6.7% |
| 30D | -3.4% | -1.7% | -1.7% | -1.6% |
| 3M | +15.5% | +4.7% | +10.8% | +9.0% |
| 6M | +13.8% | +12.5% | +1.2% | -1.4% |
| YTD | +10.0% | +11.7% | -1.7% | -4.0% |
| 1Y | +38.6% | +17.5% | +21.1% | +14.0% |
| 3Y | +35.5% | +76.6% | -41.1% | -33.3% |
| 5Y | +13.6% | +82.0% | -68.4% | -46.5% |
| All | +13.6% | +79.8% | -66.1% | -46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 5y: compounded portfolio wealth divided by compounded SPY 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…
5y analysis · Full analysis span regression · 6 months rolling