+39.2%
XLK vs RL
+8.8%
+30.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.2% |
| 7D | +0.2% | -3.4% | +3.7% | +1.0% |
| 30D | -0.6% | -14.4% | +13.8% | +3.0% |
| 3M | +2.6% | -13.6% | +16.1% | +5.9% |
| 6M | +34.0% | +0.6% | +33.4% | +31.7% |
| YTD | +30.7% | -3.6% | +34.3% | +29.6% |
| 1Y | +39.2% | +8.3% | +30.9% | +31.9% |
| All | +39.2% | +8.8% | +30.4% | +31.9% |
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