+428.9%
XLF vs RL
+3,212.4%
-2,783.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.1% |
| 7D | -1.0% | -4.4% | +3.4% | +0.6% |
| 30D | +6.5% | +5.6% | +0.9% | +4.2% |
| 3M | +1.8% | -0.6% | +2.4% | +1.6% |
| 6M | +15.4% | +15.5% | -0.1% | +7.9% |
| YTD | +8.4% | +12.3% | -4.0% | +1.6% |
| 1Y | +11.9% | +19.3% | -7.4% | +2.4% |
| 3Y | +81.1% | +255.5% | -174.4% | +4.8% |
| 5Y | +59.5% | +247.1% | -187.6% | -10.2% |
| 10Y | +225.2% | +346.0% | -120.9% | +49.0% |
| All | +428.9% | +3,212.4% | -2,783.5% | +14.4% |
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