+40.7%
XLC vs RL
+239.2%
-198.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.2% | +1.4% |
| 7D | +3.7% | +2.6% | +1.1% | +2.9% |
| 30D | -1.9% | +2.9% | -4.9% | -2.9% |
| 3M | -3.1% | 0.0% | -3.1% | -3.4% |
| 6M | -6.4% | +17.1% | -23.5% | -11.5% |
| YTD | -6.8% | +10.1% | -17.0% | -11.0% |
| 1Y | -1.7% | +17.3% | -19.0% | -8.1% |
| 3Y | +64.7% | +249.3% | -184.6% | +1.9% |
| All | +40.7% | +239.2% | -198.5% | -17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling