-13.9%
XHB vs RL
+9.8%
-23.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.8% | 0.0% |
| 7D | -1.9% | -0.3% | -1.7% | -1.8% |
| 30D | -8.3% | -17.5% | +9.2% | -0.4% |
| 3M | -7.1% | -14.0% | +6.8% | -1.3% |
| 6M | -5.3% | -2.0% | -3.3% | -5.3% |
| YTD | -3.2% | -4.6% | +1.4% | -2.6% |
| 1Y | -13.9% | +9.5% | -23.4% | -18.7% |
| All | -13.9% | +9.8% | -23.7% | -18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling