+139.9%
XLC vs RL
+182.7%
-42.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | +0.2% |
| 7D | -1.4% | -0.3% | -1.1% | -1.4% |
| 30D | -0.9% | -17.5% | +16.6% | +4.0% |
| 3M | -0.3% | -14.0% | +13.7% | +3.2% |
| 6M | -5.2% | -2.0% | -3.2% | -5.7% |
| YTD | -5.3% | -4.6% | -0.7% | -5.4% |
| 1Y | -2.8% | +9.5% | -12.3% | -6.6% |
| 3Y | +71.2% | +200.5% | -129.3% | +22.2% |
| 5Y | +37.6% | +226.3% | -188.7% | -6.4% |
| All | +139.9% | +182.7% | -42.8% | +55.5% |
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