+150.7%
XBI vs RL
+308.3%
-157.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | -4.6% | -2.2% | -2.4% | -4.0% |
| 30D | -0.8% | -15.3% | +14.6% | +4.1% |
| 3M | +21.8% | -10.3% | +32.2% | +25.3% |
| 6M | +23.2% | -2.2% | +25.4% | +22.8% |
| YTD | +28.7% | -4.3% | +33.0% | +28.7% |
| 1Y | +67.8% | +8.9% | +58.9% | +61.0% |
| 3Y | +100.6% | +201.4% | -100.8% | +37.4% |
| 5Y | +19.8% | +230.6% | -210.8% | -22.0% |
| All | +150.7% | +308.3% | -157.6% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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