+649.7%
XLU vs RL
+2,810.5%
-2,160.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.0% |
| 7D | +2.1% | +1.9% | +0.2% | +1.8% |
| 30D | -0.4% | -12.2% | +11.8% | +1.5% |
| 3M | +0.5% | -6.6% | +7.1% | +1.3% |
| 6M | -5.8% | +3.2% | -8.9% | -6.8% |
| YTD | +3.1% | -1.3% | +4.4% | +2.6% |
| 1Y | +8.1% | +13.6% | -5.5% | +5.2% |
| 3Y | +50.5% | +210.9% | -160.3% | +23.7% |
| 5Y | +44.7% | +246.9% | -202.1% | +14.4% |
| 10Y | +136.8% | +310.1% | -173.3% | +72.5% |
| All | +649.7% | +2,810.5% | -2,160.8% | +289.3% |
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