+508.9%
XLP vs RL
+2,843.8%
-2,334.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -1.1% |
| 7D | -1.0% | -0.8% | -0.2% | -0.9% |
| 30D | -0.9% | -7.8% | +6.9% | +0.2% |
| 3M | +3.8% | -4.0% | +7.8% | +4.2% |
| 6M | -1.7% | -1.9% | +0.1% | -2.0% |
| YTD | +10.3% | -0.2% | +10.4% | +9.5% |
| 1Y | +7.8% | +10.7% | -2.9% | +5.4% |
| 3Y | +27.2% | +210.8% | -183.6% | +5.0% |
| 5Y | +32.5% | +238.2% | -205.7% | +6.1% |
| 10Y | +101.8% | +313.4% | -211.6% | +49.0% |
| All | +508.9% | +2,843.8% | -2,334.8% | +225.3% |
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