+28.4%
XLY vs RL
+232.4%
-204.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.6% |
| 7D | -1.7% | -3.4% | +1.8% | -0.4% |
| 30D | -4.2% | -14.4% | +10.3% | +1.7% |
| 3M | -2.7% | -13.6% | +10.9% | +2.6% |
| 6M | -0.6% | +0.6% | -1.2% | -2.2% |
| YTD | -5.0% | -3.6% | -1.4% | -5.2% |
| 1Y | -4.1% | +8.3% | -12.4% | -9.1% |
| 3Y | +33.6% | +204.8% | -171.2% | -21.9% |
| All | +28.4% | +232.4% | -204.0% | -31.1% |
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 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