+187.6%
XHB vs RL
+817.6%
-629.9%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.8% | -2.2% | +0.8% |
| 7D | +1.3% | +0.2% | +1.1% | +1.2% |
| 30D | +11.8% | +7.3% | +4.5% | +8.0% |
| 3M | -3.8% | +1.0% | -4.9% | -4.6% |
| 6M | +4.1% | +11.8% | -7.7% | -2.5% |
| YTD | +4.0% | +13.6% | -9.7% | -3.7% |
| 1Y | +1.6% | +24.0% | -22.5% | -9.9% |
| 3Y | +43.2% | +256.6% | -213.4% | -27.6% |
| 5Y | +35.8% | +240.2% | -204.4% | -31.8% |
| 10Y | +259.3% | +373.0% | -113.7% | +28.7% |
| All | +187.6% | +817.6% | -629.9% | -49.3% |
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 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