+1,101.4%
XLY vs RL
+2,713.1%
-1,611.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.0% | -0.2% |
| 7D | -2.1% | -0.3% | -1.8% | -2.0% |
| 30D | -6.0% | -17.5% | +11.5% | +0.1% |
| 3M | -2.7% | -14.0% | +11.2% | +1.9% |
| 6M | -1.5% | -2.0% | +0.5% | -1.8% |
| YTD | -5.4% | -4.6% | -0.8% | -5.2% |
| 1Y | -3.8% | +9.5% | -13.3% | -8.1% |
| 3Y | +36.6% | +200.5% | -163.9% | -9.3% |
| 5Y | +27.4% | +226.3% | -198.9% | -19.5% |
| 10Y | +218.2% | +304.8% | -86.6% | +69.3% |
| All | +1,101.4% | +2,713.1% | -1,611.7% | +221.4% |
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