+988.5%
XLE vs RL
+3,109.2%
-2,120.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -7.3% | +4.4% | -1.0% |
| 7D | -10.3% | -4.7% | -5.6% | -9.3% |
| 30D | -3.3% | +3.6% | -6.9% | -4.5% |
| 3M | +8.2% | +0.5% | +7.6% | +7.5% |
| 6M | +5.0% | +6.6% | -1.6% | +1.5% |
| YTD | +40.6% | +8.8% | +31.7% | +33.8% |
| 1Y | +45.0% | +21.8% | +23.3% | +33.4% |
| 3Y | +56.3% | +245.8% | -189.5% | +3.0% |
| 5Y | +152.2% | +230.0% | -77.7% | +63.4% |
| 10Y | +173.0% | +369.4% | -196.5% | +51.7% |
| All | +988.5% | +3,109.2% | -2,120.7% | +306.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling