+246.5%
XLF vs RL
+308.3%
-61.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -2.9% | -2.2% | -0.7% | -2.2% |
| 30D | -1.6% | -15.3% | +13.7% | +3.7% |
| 3M | +9.3% | -10.3% | +19.6% | +12.6% |
| 6M | +14.6% | -2.2% | +16.8% | +13.8% |
| YTD | +4.7% | -4.3% | +9.0% | +4.5% |
| 1Y | +8.6% | +8.9% | -0.2% | +3.5% |
| 3Y | +73.9% | +201.4% | -127.6% | +11.9% |
| 5Y | +65.0% | +230.6% | -165.5% | -1.1% |
| All | +246.5% | +308.3% | -61.8% | +81.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling