+163.9%
XLE vs RL
+369.1%
-205.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.2% | +0.4% |
| 7D | -6.7% | +1.3% | -8.0% | -7.3% |
| 30D | -4.4% | +7.6% | -12.0% | -6.8% |
| 3M | +4.0% | -1.5% | +5.5% | +3.9% |
| 6M | +13.2% | +12.1% | +1.1% | +7.3% |
| YTD | +41.9% | +13.9% | +28.0% | +32.1% |
| 1Y | +41.6% | +20.7% | +21.0% | +29.0% |
| 3Y | +64.0% | +260.6% | -196.6% | -3.5% |
| 5Y | +158.1% | +248.9% | -90.7% | +47.1% |
| 10Y | +163.9% | +355.9% | -192.0% | +24.1% |
| All | +163.9% | +369.1% | -205.2% | +24.1% |
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