+35.5%
XLV vs RL
+232.4%
-196.9%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | -3.6% | -3.4% | -0.1% | -3.1% |
| 30D | -1.8% | -14.4% | +12.6% | +0.4% |
| 3M | +7.8% | -13.6% | +21.4% | +9.9% |
| 6M | +9.1% | +0.6% | +8.5% | +8.4% |
| YTD | +7.7% | -3.6% | +11.3% | +7.5% |
| 1Y | +20.4% | +8.3% | +12.1% | +18.0% |
| 3Y | +30.8% | +204.8% | -174.0% | +6.8% |
| All | +35.5% | +232.4% | -196.9% | +6.0% |
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