+179.2%
XLE vs RL
+337.1%
-157.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.1% | +1.3% |
| 7D | +5.4% | +2.6% | +2.8% | +4.5% |
| 30D | -3.9% | +2.9% | -6.9% | -5.2% |
| 3M | +7.0% | 0.0% | +7.0% | +6.4% |
| 6M | +14.2% | +17.1% | -2.9% | +6.7% |
| YTD | +48.2% | +10.1% | +38.0% | +39.3% |
| 1Y | +47.7% | +17.3% | +30.4% | +35.6% |
| 3Y | +70.0% | +249.3% | -179.3% | +0.9% |
| 5Y | +169.1% | +240.9% | -71.8% | +54.1% |
| All | +179.2% | +337.1% | -157.9% | +32.0% |
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