+233.4%
XHB vs RL
+337.1%
-103.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.2% |
| 7D | -0.2% | +2.6% | -2.8% | -1.2% |
| 30D | +9.9% | +2.9% | +7.0% | +8.7% |
| 3M | -6.3% | 0.0% | -6.3% | -6.4% |
| 6M | +3.8% | +17.1% | -13.3% | -3.2% |
| YTD | +0.1% | +10.1% | -10.0% | -4.6% |
| 1Y | -0.8% | +17.3% | -18.1% | -7.9% |
| 3Y | +35.6% | +249.3% | -213.7% | -20.8% |
| 5Y | +29.6% | +240.9% | -211.4% | -25.5% |
| All | +233.4% | +337.1% | -103.7% | +69.3% |
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 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