+1,033.8%
XEL vs RL
+1,536.1%
-502.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | +1.4% | +2.4% | -1.0% | +1.1% |
| 30D | +9.2% | +4.6% | +4.6% | +8.6% |
| 3M | +4.5% | -1.1% | +5.6% | +4.5% |
| 6M | +3.6% | +16.5% | -12.9% | +1.5% |
| YTD | +12.9% | +11.4% | +1.5% | +10.9% |
| 1Y | +4.1% | +16.1% | -12.0% | +1.8% |
| 3Y | +52.3% | +252.6% | -200.3% | +29.3% |
| 5Y | +51.6% | +244.9% | -193.3% | +27.0% |
| 10Y | +185.2% | +342.4% | -157.1% | +120.8% |
| All | +1,033.8% | +1,536.1% | -502.3% | +626.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling