+1,477.5%
XLK vs RL
+2,810.5%
-1,333.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.6% |
| 7D | +2.3% | +1.9% | +0.4% | +1.8% |
| 30D | -0.1% | -12.2% | +12.2% | +3.6% |
| 3M | +2.1% | -6.6% | +8.8% | +3.7% |
| 6M | +37.2% | +3.2% | +34.0% | +34.7% |
| YTD | +30.8% | -1.3% | +32.1% | +29.8% |
| 1Y | +42.6% | +13.6% | +29.0% | +35.7% |
| 3Y | +121.8% | +210.9% | -89.1% | +56.0% |
| 5Y | +145.7% | +246.9% | -101.2% | +64.2% |
| 10Y | +782.1% | +310.1% | +472.0% | +417.9% |
| All | +1,477.5% | +2,810.5% | -1,333.0% | +420.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling