+59.0%
XLF vs RL
+245.5%
-186.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | +1.9% | +1.3% | +0.6% | +1.5% |
| 30D | +6.5% | +7.6% | -1.1% | +4.3% |
| 3M | +1.2% | -1.5% | +2.7% | +1.4% |
| 6M | +14.6% | +12.1% | +2.5% | +10.0% |
| YTD | +7.7% | +13.9% | -6.2% | +2.4% |
| 1Y | +11.8% | +20.7% | -8.9% | +4.3% |
| 3Y | +80.1% | +260.6% | -180.5% | +14.1% |
| 5Y | +59.0% | +248.9% | -189.9% | -0.5% |
| All | +59.0% | +245.5% | -186.5% | -0.5% |
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