+94.5%
XLK vs RL
+250.5%
-156.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.9% | -1.6% |
| 7D | +3.4% | +2.6% | +0.8% | +2.5% |
| 30D | -10.6% | +2.9% | -13.5% | -11.4% |
| 3M | -10.6% | 0.0% | -10.6% | -10.8% |
| 6M | -3.5% | +17.1% | -20.6% | -9.3% |
| YTD | +18.7% | +10.1% | +8.6% | +13.2% |
| 1Y | +19.4% | +17.3% | +2.1% | +11.0% |
| 3Y | +94.5% | +249.3% | -154.9% | +34.3% |
| All | +94.5% | +250.5% | -156.1% | +34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling