+65.1%
XLE vs RL
+254.6%
-189.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.8% | -5.3% | 0.0% |
| 7D | -7.9% | +0.2% | -8.1% | -7.9% |
| 30D | -4.8% | +7.3% | -12.2% | -5.5% |
| 3M | +8.4% | +1.0% | +7.3% | +8.3% |
| 6M | +12.7% | +11.8% | +0.9% | +11.0% |
| YTD | +41.3% | +13.6% | +27.7% | +37.9% |
| 1Y | +42.3% | +24.0% | +18.3% | +36.2% |
| 3Y | +65.1% | +256.6% | -191.5% | +29.3% |
| All | +65.1% | +254.6% | -189.5% | +29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling