+64.4%
XLF vs RL
+233.3%
-169.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | +0.5% |
| 7D | -1.0% | -0.3% | -0.8% | -1.0% |
| 30D | -1.3% | -17.5% | +16.2% | +3.9% |
| 3M | +9.1% | -14.0% | +23.1% | +13.2% |
| 6M | +14.4% | -2.0% | +16.3% | +13.6% |
| YTD | +5.1% | -4.6% | +9.7% | +5.0% |
| 1Y | +8.6% | +9.5% | -0.9% | +4.0% |
| 3Y | +74.4% | +200.5% | -126.0% | +18.1% |
| 5Y | +64.4% | +226.3% | -161.9% | +3.3% |
| All | +64.4% | +233.3% | -169.0% | +3.3% |
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