+61.0%
XLC vs RL
+240.1%
-179.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.7% |
| 7D | +4.9% | -4.2% | +9.0% | +5.7% |
| 30D | -5.8% | +4.3% | -10.1% | -6.7% |
| 3M | -5.4% | -4.6% | -0.8% | -4.7% |
| 6M | -10.2% | +1.7% | -11.9% | -11.1% |
| YTD | -10.2% | +7.3% | -17.5% | -12.6% |
| 1Y | -5.6% | +20.8% | -26.4% | -10.7% |
| 3Y | +61.0% | +247.0% | -186.0% | +26.2% |
| All | +61.0% | +240.1% | -179.1% | +26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling