+899.8%
XLV vs RL
+2,810.5%
-1,910.7%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.3% |
| 7D | -2.6% | +1.9% | -4.5% | -3.0% |
| 30D | +0.9% | -12.2% | +13.1% | +3.2% |
| 3M | +10.0% | -6.6% | +16.6% | +11.1% |
| 6M | +10.4% | +3.2% | +7.2% | +9.0% |
| YTD | +8.9% | -1.3% | +10.2% | +8.2% |
| 1Y | +23.4% | +13.6% | +9.8% | +19.3% |
| 3Y | +33.1% | +210.9% | -177.8% | +4.4% |
| 5Y | +33.3% | +246.9% | -213.6% | -0.1% |
| 10Y | +170.8% | +310.1% | -139.3% | +84.4% |
| All | +899.8% | +2,810.5% | -1,910.7% | +340.8% |
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