+135.9%
XLU vs RL
+311.3%
-175.4%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | -1.6% | -3.4% | +1.8% | -1.2% |
| 30D | -3.3% | -14.4% | +11.1% | -1.3% |
| 3M | -3.2% | -13.6% | +10.4% | -1.4% |
| 6M | -7.0% | +0.6% | -7.5% | -7.5% |
| YTD | +0.6% | -3.6% | +4.2% | +0.4% |
| 1Y | +2.4% | +8.3% | -5.9% | +0.5% |
| 3Y | +46.3% | +204.8% | -158.5% | +22.1% |
| 5Y | +44.0% | +232.9% | -189.0% | +16.0% |
| All | +135.9% | +311.3% | -175.4% | +75.1% |
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