+945.0%
XEL vs RL
+1,366.2%
-421.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -1.0% |
| 7D | -1.0% | -0.8% | -0.2% | -0.9% |
| 30D | -1.9% | -7.8% | +5.9% | -1.1% |
| 3M | -1.9% | -4.0% | +2.1% | -1.6% |
| 6M | -7.4% | -1.9% | -5.6% | -7.7% |
| YTD | +4.1% | -0.2% | +4.2% | +3.5% |
| 1Y | +8.0% | +10.7% | -2.6% | +6.2% |
| 3Y | +48.4% | +210.8% | -162.4% | +27.8% |
| 5Y | +27.2% | +238.2% | -211.0% | +6.6% |
| 10Y | +146.8% | +313.4% | -166.6% | +92.4% |
| All | +945.0% | +1,366.2% | -421.2% | +578.1% |
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