+257.2%
XLI vs RL
+297.6%
-40.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.8% | -0.5% |
| 7D | -0.6% | -0.3% | -0.3% | -0.5% |
| 30D | -6.9% | -17.5% | +10.6% | -1.4% |
| 3M | -1.9% | -14.0% | +12.1% | +2.3% |
| 6M | +1.0% | -2.0% | +3.0% | +0.6% |
| YTD | +11.3% | -4.6% | +15.9% | +11.5% |
| 1Y | +15.8% | +9.5% | +6.3% | +10.8% |
| 3Y | +69.8% | +200.5% | -130.7% | +14.2% |
| 5Y | +80.9% | +226.3% | -145.4% | +14.3% |
| 10Y | +257.2% | +304.8% | -47.6% | +100.4% |
| All | +257.2% | +297.6% | -40.4% | +100.4% |
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 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