+70.0%
XLI vs RL
+240.9%
-171.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.8% | -2.0% | +2.2% |
| 7D | -0.5% | +0.2% | -0.7% | -0.6% |
| 30D | -0.2% | +7.3% | -7.5% | -2.3% |
| 3M | -8.6% | +1.0% | -9.6% | -9.0% |
| 6M | -2.0% | +11.8% | -13.8% | -5.9% |
| YTD | +9.7% | +13.6% | -3.9% | +4.4% |
| 1Y | +11.4% | +24.0% | -12.6% | +3.2% |
| 3Y | +74.2% | +256.6% | -182.4% | +13.3% |
| 5Y | +70.0% | +240.2% | -170.2% | +8.3% |
| All | +70.0% | +240.9% | -171.0% | +8.3% |
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