+409.5%
XME vs RL
+304.3%
+105.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.3% | +1.6% |
| 7D | +3.6% | +1.9% | +1.7% | +2.8% |
| 30D | +3.6% | -12.2% | +15.8% | +8.9% |
| 3M | +1.2% | -6.6% | +7.9% | +3.4% |
| 6M | +9.0% | +3.2% | +5.9% | +6.3% |
| YTD | +15.9% | -1.3% | +17.2% | +14.7% |
| 1Y | +43.2% | +13.6% | +29.6% | +33.6% |
| 3Y | +137.4% | +210.9% | -73.5% | +40.7% |
| 5Y | +185.0% | +246.9% | -61.8% | +56.0% |
| 10Y | +409.5% | +310.1% | +99.4% | +165.7% |
| All | +409.5% | +304.3% | +105.2% | +165.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling