+44.4%
XLU vs RL
+223.8%
-179.4%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.0% |
| 7D | -1.2% | -2.2% | +1.0% | -1.0% |
| 30D | -2.5% | -15.3% | +12.8% | -0.9% |
| 3M | -2.7% | -10.3% | +7.6% | -1.8% |
| 6M | -7.5% | -2.2% | -5.2% | -7.6% |
| YTD | +0.9% | -4.3% | +5.2% | +0.8% |
| 1Y | +3.3% | +8.9% | -5.6% | +1.7% |
| 3Y | +47.3% | +201.4% | -154.1% | +28.0% |
| 5Y | +44.4% | +230.6% | -186.2% | +21.3% |
| All | +44.4% | +223.8% | -179.4% | +21.3% |
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 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