+120.7%
XLK vs RL
+198.9%
-78.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +1.1% |
| 7D | +2.3% | -0.3% | +2.6% | +2.4% |
| 30D | +0.8% | -17.5% | +18.4% | +7.1% |
| 3M | +4.1% | -14.0% | +18.0% | +8.8% |
| 6M | +34.8% | -2.0% | +36.7% | +33.7% |
| YTD | +30.8% | -4.6% | +35.4% | +30.7% |
| 1Y | +42.4% | +9.5% | +32.8% | +34.8% |
| All | +120.7% | +198.9% | -78.2% | +60.3% |
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