+136.0%
XLC vs RL
+226.3%
-90.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.2% | +1.3% |
| 7D | +3.7% | +2.6% | +1.1% | +3.0% |
| 30D | -1.9% | +2.9% | -4.9% | -2.8% |
| 3M | -3.1% | 0.0% | -3.1% | -3.4% |
| 6M | -6.4% | +17.1% | -23.5% | -10.9% |
| YTD | -6.8% | +10.1% | -17.0% | -10.5% |
| 1Y | -1.7% | +17.3% | -19.0% | -7.2% |
| 3Y | +64.7% | +249.3% | -184.6% | +13.0% |
| 5Y | +41.1% | +240.9% | -199.8% | -5.1% |
| All | +136.0% | +226.3% | -90.3% | +47.2% |
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