+34.1%
XLP vs RL
+238.1%
-204.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -1.0% |
| 7D | -1.0% | -0.8% | -0.2% | -0.9% |
| 30D | -0.9% | -7.8% | +6.9% | 0.0% |
| 3M | +3.8% | -4.0% | +7.8% | +4.1% |
| 6M | -1.7% | -1.9% | +0.1% | -1.9% |
| YTD | +10.3% | -0.2% | +10.4% | +9.7% |
| 1Y | +7.8% | +10.7% | -2.9% | +5.8% |
| 3Y | +27.2% | +210.8% | -183.6% | +6.0% |
| All | +34.1% | +238.1% | -204.0% | +6.7% |
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 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