+158.1%
XLE vs RL
+245.5%
-87.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.2% | +0.4% |
| 7D | -6.7% | +1.3% | -8.0% | -7.0% |
| 30D | -4.4% | +7.6% | -12.0% | -5.7% |
| 3M | +4.0% | -1.5% | +5.5% | +4.0% |
| 6M | +13.2% | +12.1% | +1.1% | +9.9% |
| YTD | +41.9% | +13.9% | +28.0% | +36.3% |
| 1Y | +41.6% | +20.7% | +21.0% | +34.0% |
| 3Y | +64.0% | +260.6% | -196.6% | +14.7% |
| 5Y | +158.1% | +248.9% | -90.7% | +75.4% |
| All | +158.1% | +245.5% | -87.4% | +75.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling