+134.0%
XLC vs RL
+237.5%
-103.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +6.2% | +1.3% | +4.9% | +5.8% |
| 30D | -2.4% | +7.6% | -10.0% | -4.3% |
| 3M | -3.3% | -1.5% | -1.8% | -3.2% |
| 6M | -7.3% | +12.1% | -19.4% | -10.8% |
| YTD | -7.6% | +13.9% | -21.5% | -12.0% |
| 1Y | -3.7% | +20.7% | -24.4% | -9.7% |
| 3Y | +62.9% | +260.6% | -197.6% | +10.9% |
| 5Y | +41.6% | +248.9% | -207.2% | -5.3% |
| All | +134.0% | +237.5% | -103.5% | +44.7% |
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