+29.0%
XLB vs RL
+226.8%
-197.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.6% | -0.3% |
| 7D | -1.5% | -4.2% | +2.7% | -0.3% |
| 30D | +6.1% | +4.3% | +1.8% | +4.7% |
| 3M | 0.0% | -4.6% | +4.6% | +1.2% |
| 6M | 0.0% | +1.7% | -1.8% | -1.4% |
| YTD | +16.0% | +7.3% | +8.7% | +12.1% |
| 1Y | +24.7% | +20.8% | +3.9% | +16.0% |
| 3Y | +40.4% | +247.0% | -206.6% | -11.2% |
| All | +29.0% | +226.8% | -197.8% | -20.0% |
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