+37.3%
XHB vs RL
+241.4%
-204.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -1.9% |
| 7D | +0.2% | +1.9% | -1.7% | -0.6% |
| 30D | -9.1% | -12.2% | +3.1% | -3.8% |
| 3M | -2.3% | -6.6% | +4.3% | +0.3% |
| 6M | -4.1% | +3.2% | -7.3% | -6.4% |
| YTD | -1.7% | -1.3% | -0.4% | -2.3% |
| 1Y | -15.1% | +13.6% | -28.7% | -21.0% |
| 3Y | +26.8% | +210.9% | -184.0% | -30.5% |
| 5Y | +37.3% | +246.9% | -209.5% | -31.8% |
| All | +37.3% | +241.4% | -204.1% | -31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling