+54.6%
XLE vs RL
+212.5%
-157.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -1.1% |
| 7D | +2.2% | -0.8% | +3.0% | +2.3% |
| 30D | +11.8% | -7.8% | +19.5% | +12.7% |
| 3M | +9.8% | -4.0% | +13.8% | +9.9% |
| 6M | +15.6% | -1.9% | +17.5% | +14.9% |
| YTD | +45.3% | -0.2% | +45.4% | +43.5% |
| 1Y | +48.3% | +10.7% | +37.6% | +43.1% |
| All | +54.6% | +212.5% | -157.8% | +19.6% |
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