+20.7%
XLK vs RL
+34.3%
-13.6%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.5% | -4.5% | -0.9% |
| 7D | -7.6% | +5.8% | -13.4% | -8.7% |
| 30D | -12.2% | +12.7% | -24.9% | -14.3% |
| 3M | -5.5% | +9.3% | -14.8% | -7.3% |
| 6M | +9.2% | +16.9% | -7.7% | +5.2% |
| YTD | +23.0% | +17.5% | +5.6% | +16.9% |
| 1Y | +20.7% | +34.6% | -13.9% | +8.5% |
| All | +20.7% | +34.3% | -13.6% | +8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling