+167.7%
XLB vs RL
+397.7%
-229.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.8% | -3.9% | +0.2% |
| 7D | -1.4% | +0.2% | -1.6% | -1.5% |
| 30D | +7.1% | +7.3% | -0.2% | +4.7% |
| 3M | +0.6% | +1.0% | -0.4% | 0.0% |
| 6M | +3.5% | +11.8% | -8.3% | -0.8% |
| YTD | +18.2% | +13.6% | +4.6% | +12.2% |
| 1Y | +25.6% | +24.0% | +1.6% | +16.0% |
| 3Y | +46.7% | +256.6% | -209.9% | -5.4% |
| 5Y | +30.9% | +240.2% | -209.3% | -16.8% |
| 10Y | +167.7% | +373.0% | -205.2% | +45.9% |
| All | +167.7% | +397.7% | -229.9% | +45.9% |
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