+820.5%
XLB vs RL
+2,843.8%
-2,023.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.4% | -0.9% |
| 7D | -1.4% | -0.8% | -0.6% | -1.2% |
| 30D | -0.4% | -7.8% | +7.4% | +1.9% |
| 3M | +2.0% | -4.0% | +6.0% | +2.9% |
| 6M | +1.8% | -1.9% | +3.7% | +1.4% |
| YTD | +16.6% | -0.2% | +16.7% | +15.3% |
| 1Y | +16.9% | +10.7% | +6.3% | +11.9% |
| 3Y | +32.6% | +210.8% | -178.2% | -9.3% |
| 5Y | +35.6% | +238.2% | -202.6% | -12.0% |
| 10Y | +160.0% | +313.4% | -153.3% | +46.8% |
| All | +820.5% | +2,843.8% | -2,023.2% | +216.9% |
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 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