+111.4%
XLK vs RL
+239.2%
-127.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.9% | -1.6% |
| 7D | +3.4% | +2.6% | +0.8% | +2.4% |
| 30D | -10.6% | +2.9% | -13.5% | -11.6% |
| 3M | -10.6% | 0.0% | -10.6% | -10.9% |
| 6M | -3.5% | +17.1% | -20.6% | -10.1% |
| YTD | +18.7% | +10.1% | +8.6% | +12.3% |
| 1Y | +19.4% | +17.3% | +2.1% | +9.9% |
| 3Y | +94.5% | +249.3% | -154.9% | +11.3% |
| All | +111.4% | +239.2% | -127.7% | +15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling