+37.3%
XHB vs RL
+240.1%
-202.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.0% |
| 7D | +1.3% | -4.2% | +5.5% | +3.0% |
| 30D | +7.8% | +4.3% | +3.5% | +6.1% |
| 3M | -5.5% | -4.6% | -0.9% | -3.9% |
| 6M | -2.6% | +1.7% | -4.3% | -3.9% |
| YTD | +0.4% | +7.3% | -7.0% | -3.3% |
| 1Y | -1.0% | +20.8% | -21.8% | -8.7% |
| 3Y | +37.3% | +247.0% | -209.7% | -17.4% |
| All | +37.3% | +240.1% | -202.8% | -17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling