+149.9%
XLE vs RL
+226.8%
-76.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.2% |
| 7D | -12.0% | -4.2% | -7.8% | -11.4% |
| 30D | -2.7% | +4.3% | -7.0% | -3.6% |
| 3M | +6.6% | -4.6% | +11.2% | +7.2% |
| 6M | +9.5% | +1.7% | +7.8% | +8.3% |
| YTD | +40.6% | +7.3% | +33.2% | +36.3% |
| 1Y | +43.6% | +20.8% | +22.8% | +35.2% |
| 3Y | +58.1% | +247.0% | -188.9% | +10.8% |
| All | +149.9% | +226.8% | -76.9% | +73.7% |
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