+1,117.4%
XLI vs RL
+2,843.8%
-1,726.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | -0.2% |
| 7D | -1.1% | -0.8% | -0.3% | -0.8% |
| 30D | -5.9% | -7.8% | +1.8% | -3.8% |
| 3M | -0.3% | -4.0% | +3.7% | +0.6% |
| 6M | +0.1% | -1.9% | +2.0% | -0.3% |
| YTD | +13.6% | -0.2% | +13.8% | +12.3% |
| 1Y | +17.2% | +10.7% | +6.5% | +12.1% |
| 3Y | +68.2% | +210.8% | -142.6% | +15.0% |
| 5Y | +80.7% | +238.2% | -157.5% | +16.9% |
| 10Y | +253.3% | +313.4% | -60.1% | +99.9% |
| All | +1,117.4% | +2,843.8% | -1,726.3% | +298.3% |
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 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