+226.1%
XLI vs RL
+337.1%
-111.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | 0.0% |
| 7D | +3.8% | +2.6% | +1.2% | +2.9% |
| 30D | +1.0% | +2.9% | -1.9% | 0.0% |
| 3M | -8.9% | 0.0% | -8.9% | -9.1% |
| 6M | -2.3% | +17.1% | -19.4% | -7.8% |
| YTD | +9.7% | +10.1% | -0.5% | +4.9% |
| 1Y | +12.3% | +17.3% | -5.0% | +5.2% |
| 3Y | +71.5% | +249.3% | -177.9% | +10.0% |
| 5Y | +70.2% | +240.9% | -170.7% | +6.6% |
| All | +226.1% | +337.1% | -111.0% | +77.7% |
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 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