+277.9%
XME vs RL
+369.1%
-91.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | -0.2% | +1.3% | -1.5% | -0.7% |
| 30D | -9.2% | +7.6% | -16.8% | -11.8% |
| 3M | -17.8% | -1.5% | -16.3% | -17.6% |
| 6M | -20.0% | +12.1% | -32.1% | -24.5% |
| YTD | -6.6% | +13.9% | -20.5% | -12.8% |
| 1Y | +1.8% | +20.7% | -18.9% | -7.3% |
| 3Y | +98.7% | +260.6% | -161.8% | +11.4% |
| 5Y | +123.9% | +248.9% | -124.9% | +23.1% |
| 10Y | +277.9% | +355.9% | -78.0% | +95.0% |
| All | +277.9% | +369.1% | -91.2% | +95.0% |
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 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