+124.6%
XLP vs RL
+356.1%
-231.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.1% |
| 7D | +0.7% | -4.2% | +4.9% | +1.3% |
| 30D | +10.3% | +4.3% | +6.0% | +9.6% |
| 3M | +6.5% | -4.6% | +11.1% | +7.1% |
| 6M | +8.4% | +1.7% | +6.7% | +7.7% |
| YTD | +18.2% | +7.3% | +10.8% | +16.3% |
| 1Y | +22.4% | +20.8% | +1.6% | +18.5% |
| 3Y | +41.9% | +247.0% | -205.1% | +16.1% |
| 5Y | +40.9% | +225.5% | -184.6% | +14.2% |
| All | +124.6% | +356.1% | -231.5% | +66.7% |
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