+43.4%
XLK vs RL
+13.6%
+29.8%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.2% |
| 7D | +0.9% | -0.8% | +1.7% | +1.0% |
| 30D | +0.7% | -7.8% | +8.5% | +2.5% |
| 3M | -2.9% | -4.0% | +1.1% | -2.3% |
| 6M | +34.3% | -1.9% | +36.1% | +33.1% |
| YTD | +30.4% | -0.2% | +30.6% | +28.4% |
| 1Y | +43.4% | +10.7% | +32.7% | +35.6% |
| All | +43.4% | +13.6% | +29.8% | +35.6% |
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