+51.6%
XLE vs RL
+12.7%
+38.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -0.6% |
| 7D | +2.2% | -0.8% | +3.0% | +2.1% |
| 30D | +11.8% | -7.8% | +19.5% | +10.8% |
| 3M | +9.8% | -4.0% | +13.8% | +9.4% |
| 6M | +15.6% | -1.9% | +17.5% | +16.3% |
| YTD | +45.3% | -0.2% | +45.4% | +45.1% |
| All | +51.6% | +12.7% | +38.9% | +47.9% |
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