+41.6%
XLE vs RL
+22.6%
+19.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.2% | +0.5% |
| 7D | -6.7% | +1.3% | -8.0% | -6.4% |
| 30D | -4.4% | +7.6% | -12.0% | -3.0% |
| 3M | +4.0% | -1.5% | +5.5% | +4.2% |
| 6M | +13.2% | +12.1% | +1.1% | +16.2% |
| YTD | +41.9% | +13.9% | +28.0% | +45.9% |
| 1Y | +41.6% | +20.7% | +21.0% | +44.9% |
| All | +41.6% | +22.6% | +19.0% | +44.9% |
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