-1.7%
XLC vs RL
+11.4%
-13.1%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.7% | -0.3% |
| 7D | +0.6% | +1.9% | -1.3% | +0.3% |
| 30D | +0.2% | -12.2% | +12.5% | +1.9% |
| 3M | +0.6% | -6.6% | +7.3% | +1.3% |
| 6M | -4.5% | +3.2% | -7.7% | -5.8% |
| YTD | -4.7% | -1.3% | -3.4% | -5.6% |
| 1Y | -1.7% | +13.6% | -15.2% | -4.9% |
| All | -1.7% | +11.4% | -13.1% | -4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling