+128.8%
XLP vs RL
+397.7%
-268.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.8% | -4.9% | +0.2% |
| 7D | +0.1% | +0.2% | -0.2% | 0.0% |
| 30D | +8.9% | +7.3% | +1.6% | +7.9% |
| 3M | +7.5% | +1.0% | +6.4% | +7.2% |
| 6M | +9.4% | +11.8% | -2.3% | +7.4% |
| YTD | +19.3% | +13.6% | +5.7% | +16.5% |
| 1Y | +21.7% | +24.0% | -2.3% | +17.5% |
| 3Y | +44.0% | +256.6% | -212.6% | +17.4% |
| 5Y | +42.8% | +240.2% | -197.4% | +15.0% |
| 10Y | +128.8% | +373.0% | -244.2% | +68.5% |
| All | +128.8% | +397.7% | -268.9% | +68.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling